arXiv · 1807.00489
Rate of Convergence to the Circular Law via Smoothing Inequalities for Log-Potentials
Abstract
The aim of this note is to investigate the Kolmogorov distance of the Circular Law to the empirical spectral distribution of non-Hermitian random matrices with independent entries. The optimal rate of convergence is determined by the Ginibre ensemble and is given by $n^{-1/2}$. A smoothing inequality for complex measures that quantitatively relates the uniform Kolmogorov-like distance to the concentration of logarithmic potentials is shown. Combining it with results from Local Circular Laws, we apply it to prove nearly optimal rate of convergence to the Circular Law in Kolmogorov distance. Furthermore we show that the same rate of convergence holds for the empirical measure of the roots of Weyl random polynomials.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Friedrich Götze, Jonas Jalowy. 2021-04-09. Rate of Convergence to the Circular Law via Smoothing Inequalities for Log-Potentials. https://doi.org/10.1142/s201032632150026x
Cite the original work for its findings. Save a collection to share your selection of sources.