arXiv subjects

Friedrich Götze

Publications and source records attributed to Friedrich Götze.

78 records · Page 5Linked to original sources

arXiv2010

On the asymptotic distribution of the singular values of powers of random matrices

We consider powers of random matrices with independent entries. Let $X_{ij}, i,j\ge 1$, be independent complex random variables with $\E X_{ij}=0$ and $\E |X_{ij}|^2=1$ and let $\mathbf X$ denote an $n\times n$ matrix with $[\mathbf X]_{ij}=X_{ij}$, for $1\le i, j\le n$. Denote by $s_1^{(m)}\ge...\ge s_n^{(m)}$ the singular values of the random matrix $\mathbf W:={n^{-\frac m2}} \mathbf X^m$ and define the empirical distribution of the squared singular values by $$ \mathcal F_n^{(m)}(x)=\frac1n\sum_{k=1}^nI_{\{s_k^{(m)}^2\le x\}}, $$ where $I_{\{B\}}$ denotes the indicator of an event $B$. We prove that under a Lindeberg condition for the fourth moment that the expected spectral distribution $F_n^{(m)}(x)=\E \mathcal F_n^{(m)}(x)$ converges to the distribution function $G^{(m)}(x)$ defined by its moments $$ α_k(m):=\int_{\mathbb R}x^k\,d\,G(x)=\frac {1}{mk+1}\binom{km+k}{k}. $$

math.PR↗

arXiv2010

The circular law for random matrices

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the unit disc without assumptions on the existence of a density for the distribution of entries. We assume that the entries have a finite moment of order larger than two and consider the case of sparse matrices. The results are based on previous work of Bai, Rudelson and the authors extending those results to a larger class of sparse matrices.

math.PR↗

arXiv2010

The distribution of close conjugate algebraic numbers

We investigate the distribution of real algebraic numbers of a fixed degree having a close conjugate number, the distance between the conjugate numbers being given as a function of their height. The main result establishes the ubiquity of such algebraic numbers in the real line and implies a sharp quantitative bound on their number. Although the main result is rather general it implies new estimates on the least possible distance between conjugate algebraic numbers, which improve recent bounds of Bugeaud and Mignotte. So far the results a la Bugeaud and Mignotte relied on finding explicit families of polynomials with clusters of roots. Here we suggest a different approach in which irreducible polynomials are implicitly tailored so that their derivatives assume certain values. The applications of our main theorem considered in this paper include generalisations of a theorem of Baker and Schmidt and a theorem of Bernik, Kleinbock and Margulis in the metric theory of Diophantine approximation.

math.NT↗

arXiv2010

Asymptotic distribution of singular values of powers of random matrices

Let $x$ be a complex random variable such that ${\E {x}=0}$, ${\E |x|^2=1}$, ${\E |x|^{4} < \infty}$. Let $x_{ij}$, $i,j \in \{1,2,...\}$ be independet copies of $x$. Let ${\Xb=(N^{-1/2}x_{ij})}$, $1\leq i,j \leq N$ be a random matrix. Writing $\Xb^*$ for the adjoint matrix of $\Xb$, consider the product $\Xb^m{\Xb^*}^m$ with some $m \in \{1,2,...\}$. The matrix $\Xb^m{\Xb^*}^m$ is Hermitian positive semi-definite. Let $λ_1,λ_2,...,λ_N$ be eigenvalues of $\Xb^m{\Xb^*}^m$ (or squared singular values of the matrix $\Xb^m$). In this paper we find the asymptotic distribution function \[ G^{(m)}(x)=\lim_{N\to\infty}\E{F_N^{(m)}(x)} \] of the empirical distribution function \[ {F_N^{(m)}(x)} = N^{-1} \sum_{k=1}^N {\mathbb{I}{\{λ_k \leq x\}}}, \] where $\mathbb{I} \{A\}$ stands for the indicator function of event $A$. The moments of $G^{(m)}$ satisfy \[ M^{(m)}_p=\int_{\mathbb{R}}{x^p dG^{(m)}(x)}=\frac{1}{mp+1}\binom{mp+p}{p}. \] In Free Probability Theory $M^{(m)}_p$ are known as Fuss--Catalan numbers. With $m=1$ our result turns to a well known result of Marchenko--Pastur 1967.

math.PR↗

arXiv2007

Limit Correlation Functions for Fixed Trace Random Matrix Ensembles

Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.

math.PR↗

arXiv1999

Lattice point problems and distribution of values of quadratic forms

For d-dimensional irrational ellipsoids E with d >= 9 we show that the number of lattice points in rE is approximated by the volume of rE, as r tends to infinity, up to an error of order o(r^{d-2}). The estimate refines an earlier authors' bound of order O(r^{d-2}) which holds for arbitrary ellipsoids, and is optimal for rational ellipsoids. As an application we prove a conjecture of Davenport and Lewis that the gaps between successive values, say s 0 as s -> \infty, for d >= 9. For comparison note that sup_s (n(s)-s) < \infty and \inf_s (n(s)-s) >0, for rational Q[x] and d>= 5. As a corollary we derive Oppenheim's conjecture for indefinite irrational quadratic forms, i.e., the set Q[Z^d] is dense in R, for d >= 9, which was proved for d >= 3 by G. Margulis in 1986 using other methods. Finally, we provide explicit bounds for errors in terms of certain characteristics of trigonometric sums.

math.NT↗