Precise asymptotics for the spectral radius of a large random matrix

Cipolloni G, Erdös L, Xu Y. 2024. Precise asymptotics for the spectral radius of a large random matrix. Journal of Mathematical Physics. 65(6), 063302.

Download (ext.)

Journal Article | Published | English

Scopus indexed
Department
Abstract
We consider the spectral radius of a large random matrix X with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the celebrated circular law. The coefficients in this asymptotics are universal but they differ from a similar asymptotics recently proved for the rightmost eigenvalue of X in Cipolloni et al., Ann. Probab. 51(6), 2192–2242 (2023). To access the more complicated spectral radius, we need to establish a new decorrelation mechanism for the low-lying singular values of X − z for different complex shift parameters z using the Dyson Brownian Motion.
Publishing Year
Date Published
2024-06-01
Journal Title
Journal of Mathematical Physics
Acknowledgement
L.E. and Y.X. were supported by the ERC Advanced Grant “RMTBeyond” Grant No. 101020331.
Volume
65
Issue
6
Article Number
063302
ISSN
IST-REx-ID

Cite this

Cipolloni G, Erdös L, Xu Y. Precise asymptotics for the spectral radius of a large random matrix. Journal of Mathematical Physics. 2024;65(6). doi:10.1063/5.0209705
Cipolloni, G., Erdös, L., & Xu, Y. (2024). Precise asymptotics for the spectral radius of a large random matrix. Journal of Mathematical Physics. AIP Publishing. https://doi.org/10.1063/5.0209705
Cipolloni, Giorgio, László Erdös, and Yuanyuan Xu. “Precise Asymptotics for the Spectral Radius of a Large Random Matrix.” Journal of Mathematical Physics. AIP Publishing, 2024. https://doi.org/10.1063/5.0209705.
G. Cipolloni, L. Erdös, and Y. Xu, “Precise asymptotics for the spectral radius of a large random matrix,” Journal of Mathematical Physics, vol. 65, no. 6. AIP Publishing, 2024.
Cipolloni G, Erdös L, Xu Y. 2024. Precise asymptotics for the spectral radius of a large random matrix. Journal of Mathematical Physics. 65(6), 063302.
Cipolloni, Giorgio, et al. “Precise Asymptotics for the Spectral Radius of a Large Random Matrix.” Journal of Mathematical Physics, vol. 65, no. 6, 063302, AIP Publishing, 2024, doi:10.1063/5.0209705.
All files available under the following license(s):
Copyright Statement:
This Item is protected by copyright and/or related rights. [...]

Link(s) to Main File(s)
Access Level
OA Open Access

Export

Marked Publications

Open Data ISTA Research Explorer

Sources

arXiv 2210.15643

Search this title in

Google Scholar