2021
DOI: 10.1214/21-ejp625
|View full text |Cite
|
Sign up to set email alerts
|

Rate of convergence for products of independent non-Hermitian random matrices

Abstract: We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in terms of a uniform Kolmogorov-like distance. First, we prove that for products of Ginibre matrices, the optimal rate is given by O(1/ √ n), which is attained with overwhelming probability up to a logarithmic correction. Avoiding the edge, the rate of convergence of the mean empi… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2022
2022
2023
2023

Publication Types

Select...
4

Relationship

0
4

Authors

Journals

citations
Cited by 4 publications
(1 citation statement)
references
References 31 publications
(45 reference statements)
0
1
0
Order By: Relevance
“…Let us also note that for the GinUE case, the optimal convergence rate of O(N −1/2 ) to the circular law was established in [51]. This result was further generalised to the products of GinUE matrices as well [58].…”
Section: 1mentioning
confidence: 67%
“…Let us also note that for the GinUE case, the optimal convergence rate of O(N −1/2 ) to the circular law was established in [51]. This result was further generalised to the products of GinUE matrices as well [58].…”
Section: 1mentioning
confidence: 67%