Authors
Charles Bordenave, Pietro Caputo, Djalil Chafaï
Publication date
2011/10
Journal
Communications in mathematical physics
Volume
307
Pages
513-560
Publisher
Springer-Verlag
Description
Let (X jk ) j,k ≥ 1 be i.i.d. complex random variables such that |X jk | is in the domain of attraction of an α-stable law, with 0 < α < 2. Our main result is a heavy tailed counterpart of Girko’s circular law. Namely, under some additional smoothness assumptions on the law of X jk , we prove that there exist a deterministic sequence a n ~ n 1/α and a probability measure μ α on depending only on α such that with probability one, the empirical distribution of the eigenvalues of the rescaled matrix converges weakly to μ α as n → ∞. Our approach combines Aldous & Steele’s objective method with Girko’s Hermitization using logarithmic potentials. The underlying …
Total citations
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Scholar articles
C Bordenave, P Caputo, D Chafaï - Communications in mathematical physics, 2011