非ermitian 随机矩阵的韦格纳估计值和特征值条件数上限

IF 3.1 1区 数学 Q1 MATHEMATICS
László Erdős, Hong Chang Ji
{"title":"非ermitian 随机矩阵的韦格纳估计值和特征值条件数上限","authors":"László Erdős,&nbsp;Hong Chang Ji","doi":"10.1002/cpa.22201","DOIUrl":null,"url":null,"abstract":"<p>We consider <span></span><math>\n <semantics>\n <mrow>\n <mi>N</mi>\n <mo>×</mo>\n <mi>N</mi>\n </mrow>\n <annotation>$N\\times N$</annotation>\n </semantics></math> non-Hermitian random matrices of the form <span></span><math>\n <semantics>\n <mrow>\n <mi>X</mi>\n <mo>+</mo>\n <mi>A</mi>\n </mrow>\n <annotation>$X+A$</annotation>\n </semantics></math>, where <span></span><math>\n <semantics>\n <mi>A</mi>\n <annotation>$A$</annotation>\n </semantics></math> is a general deterministic matrix and <span></span><math>\n <semantics>\n <mrow>\n <msqrt>\n <mi>N</mi>\n </msqrt>\n <mi>X</mi>\n </mrow>\n <annotation>$\\sqrt {N}X$</annotation>\n </semantics></math> consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, that is, that the local density of eigenvalues is bounded by <span></span><math>\n <semantics>\n <msup>\n <mi>N</mi>\n <mrow>\n <mn>1</mn>\n <mo>+</mo>\n <mi>o</mi>\n <mo>(</mo>\n <mn>1</mn>\n <mo>)</mo>\n </mrow>\n </msup>\n <annotation>$N^{1+o(1)}$</annotation>\n </semantics></math> and (ii) that the expected condition number of any bulk eigenvalue is bounded by <span></span><math>\n <semantics>\n <msup>\n <mi>N</mi>\n <mrow>\n <mn>1</mn>\n <mo>+</mo>\n <mi>o</mi>\n <mo>(</mo>\n <mn>1</mn>\n <mo>)</mo>\n </mrow>\n </msup>\n <annotation>$N^{1+o(1)}$</annotation>\n </semantics></math>; both results are optimal up to the factor <span></span><math>\n <semantics>\n <msup>\n <mi>N</mi>\n <mrow>\n <mi>o</mi>\n <mo>(</mo>\n <mn>1</mn>\n <mo>)</mo>\n </mrow>\n </msup>\n <annotation>$N^{o(1)}$</annotation>\n </semantics></math>. The latter result complements the very recent matching lower bound obtained by Cipolloni et al. and improves the <span></span><math>\n <semantics>\n <mi>N</mi>\n <annotation>$N$</annotation>\n </semantics></math>-dependence of the upper bounds by Banks et al. and Jain et al. Our main ingredient, a near-optimal lower tail estimate for the small singular values of <span></span><math>\n <semantics>\n <mrow>\n <mi>X</mi>\n <mo>+</mo>\n <mi>A</mi>\n <mo>−</mo>\n <mi>z</mi>\n </mrow>\n <annotation>$X+A-z$</annotation>\n </semantics></math>, is of independent interest.</p>","PeriodicalId":10601,"journal":{"name":"Communications on Pure and Applied Mathematics","volume":"77 9","pages":"3785-3840"},"PeriodicalIF":3.1000,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22201","citationCount":"0","resultStr":"{\"title\":\"Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices\",\"authors\":\"László Erdős,&nbsp;Hong Chang Ji\",\"doi\":\"10.1002/cpa.22201\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We consider <span></span><math>\\n <semantics>\\n <mrow>\\n <mi>N</mi>\\n <mo>×</mo>\\n <mi>N</mi>\\n </mrow>\\n <annotation>$N\\\\times N$</annotation>\\n </semantics></math> non-Hermitian random matrices of the form <span></span><math>\\n <semantics>\\n <mrow>\\n <mi>X</mi>\\n <mo>+</mo>\\n <mi>A</mi>\\n </mrow>\\n <annotation>$X+A$</annotation>\\n </semantics></math>, where <span></span><math>\\n <semantics>\\n <mi>A</mi>\\n <annotation>$A$</annotation>\\n </semantics></math> is a general deterministic matrix and <span></span><math>\\n <semantics>\\n <mrow>\\n <msqrt>\\n <mi>N</mi>\\n </msqrt>\\n <mi>X</mi>\\n </mrow>\\n <annotation>$\\\\sqrt {N}X$</annotation>\\n </semantics></math> consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, that is, that the local density of eigenvalues is bounded by <span></span><math>\\n <semantics>\\n <msup>\\n <mi>N</mi>\\n <mrow>\\n <mn>1</mn>\\n <mo>+</mo>\\n <mi>o</mi>\\n <mo>(</mo>\\n <mn>1</mn>\\n <mo>)</mo>\\n </mrow>\\n </msup>\\n <annotation>$N^{1+o(1)}$</annotation>\\n </semantics></math> and (ii) that the expected condition number of any bulk eigenvalue is bounded by <span></span><math>\\n <semantics>\\n <msup>\\n <mi>N</mi>\\n <mrow>\\n <mn>1</mn>\\n <mo>+</mo>\\n <mi>o</mi>\\n <mo>(</mo>\\n <mn>1</mn>\\n <mo>)</mo>\\n </mrow>\\n </msup>\\n <annotation>$N^{1+o(1)}$</annotation>\\n </semantics></math>; both results are optimal up to the factor <span></span><math>\\n <semantics>\\n <msup>\\n <mi>N</mi>\\n <mrow>\\n <mi>o</mi>\\n <mo>(</mo>\\n <mn>1</mn>\\n <mo>)</mo>\\n </mrow>\\n </msup>\\n <annotation>$N^{o(1)}$</annotation>\\n </semantics></math>. The latter result complements the very recent matching lower bound obtained by Cipolloni et al. and improves the <span></span><math>\\n <semantics>\\n <mi>N</mi>\\n <annotation>$N$</annotation>\\n </semantics></math>-dependence of the upper bounds by Banks et al. and Jain et al. Our main ingredient, a near-optimal lower tail estimate for the small singular values of <span></span><math>\\n <semantics>\\n <mrow>\\n <mi>X</mi>\\n <mo>+</mo>\\n <mi>A</mi>\\n <mo>−</mo>\\n <mi>z</mi>\\n </mrow>\\n <annotation>$X+A-z$</annotation>\\n </semantics></math>, is of independent interest.</p>\",\"PeriodicalId\":10601,\"journal\":{\"name\":\"Communications on Pure and Applied Mathematics\",\"volume\":\"77 9\",\"pages\":\"3785-3840\"},\"PeriodicalIF\":3.1000,\"publicationDate\":\"2024-05-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://onlinelibrary.wiley.com/doi/epdf/10.1002/cpa.22201\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications on Pure and Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1002/cpa.22201\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications on Pure and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/cpa.22201","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0

摘要

我们考虑了非ermitian 随机矩阵的形式 ,其中 , 是一个一般的确定性矩阵,由均值为零、方差为单位且密度有界的独立条目组成。对于这个集合,我们证明了 (i) 韦格纳估计,即特征值的局部密度有界于;(ii) 任何主体特征值的预期条件数有界于 ;这两个结果都是最优的,直到系数 。后一个结果补充了 Cipolloni 等人最近得到的匹配下界,并改进了 Banks 等人和 Jain 等人的上界的-依赖性。我们的主要内容是对小奇异值 , 的近最优下尾估计,这与我们的兴趣无关。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices

We consider N × N $N\times N$ non-Hermitian random matrices of the form X + A $X+A$ , where A $A$ is a general deterministic matrix and N X $\sqrt {N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, that is, that the local density of eigenvalues is bounded by N 1 + o ( 1 ) $N^{1+o(1)}$ and (ii) that the expected condition number of any bulk eigenvalue is bounded by N 1 + o ( 1 ) $N^{1+o(1)}$ ; both results are optimal up to the factor N o ( 1 ) $N^{o(1)}$ . The latter result complements the very recent matching lower bound obtained by Cipolloni et al. and improves the N $N$ -dependence of the upper bounds by Banks et al. and Jain et al. Our main ingredient, a near-optimal lower tail estimate for the small singular values of X + A z $X+A-z$ , is of independent interest.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
6.70
自引率
3.30%
发文量
59
审稿时长
>12 weeks
期刊介绍: Communications on Pure and Applied Mathematics (ISSN 0010-3640) is published monthly, one volume per year, by John Wiley & Sons, Inc. © 2019. The journal primarily publishes papers originating at or solicited by the Courant Institute of Mathematical Sciences. It features recent developments in applied mathematics, mathematical physics, and mathematical analysis. The topics include partial differential equations, computer science, and applied mathematics. CPAM is devoted to mathematical contributions to the sciences; both theoretical and applied papers, of original or expository type, are included.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信