Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices
Erdös L, Ji HC. 2024. Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics.
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https://doi.org/10.1002/cpa.22201
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Abstract
We consider N×N non-Hermitian random matrices of the form X+A, where A is a general deterministic matrix and N−−√X consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, i.e. that the local density of eigenvalues is bounded by N1+o(1) and (ii) that the expected condition number of any bulk eigenvalue is bounded by N1+o(1); both results are optimal up to the factor No(1). The latter result complements the very recent matching lower bound obtained in [15] (arXiv:2301.03549) and improves the N-dependence of the upper bounds in [5,6,32] (arXiv:1906.11819, arXiv:2005.08930, arXiv:2005.08908). Our main ingredient, a near-optimal lower tail estimate for the small singular values of X+A−z, is of independent interest.
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2024-05-03
Journal Title
Communications on Pure and Applied Mathematics
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Wiley
Acknowledgement
László Erdős is partially supported by ERC Advanced Grant “RMTBeyond” No. 101020331. Hong Chang Ji is supported by ERC Advanced Grant “RMTBeyond” No. 101020331.
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Erdös L, Ji HC. Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. 2024. doi:10.1002/cpa.22201
Erdös, L., & Ji, H. C. (2024). Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22201
Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the Eigenvalue Condition Number of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics. Wiley, 2024. https://doi.org/10.1002/cpa.22201.
L. Erdös and H. C. Ji, “Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices,” Communications on Pure and Applied Mathematics. Wiley, 2024.
Erdös L, Ji HC. 2024. Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics.
Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the Eigenvalue Condition Number of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics, Wiley, 2024, doi:10.1002/cpa.22201.
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arXiv 2301.04981