1206.3187 (Paul Bourgade et al.)

The local circular law II: the edge case    [PDF]

Paul Bourgade, Horng-Tzer Yau, Jun Yin

In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of the matrix. Under the main assumption that the first three moments of the matrix elements match those of a standard Gaussian random variable after proper rescaling, we extend this result to include the edge case $ |z|-1=\oo(1)$. Without the vanishing third moment assumption, we prove that the circular law is valid near the spectral edge $ |z|-1=\oo(1)$ up to scale $N^{-1/4+ \e}$.

View original: http://arxiv.org/abs/1206.3187