Bordenave–Caputo–Chafaï–Tikhomirov conjecture on the spectral radius without a fourth moment

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Let XN=(Xi,j)i,j=1NX_N=(X_{i,j})_{i,j=1}^N be a random N×NN\times N matrix whose entries are independent copies of a complex-valued random variable x\mathbf{x} satisfying

E[x]=0andE[∣x∣2]=1.\mathbb{E}[\mathbf{x}]=0\quad\text{and}\quad\mathbb{E}[|\mathbf{x}|^2]=1.

Let ρ(XN)\rho(X_N) denote the spectral radius of XNX_N:

ρ(XN):=max⁡{∣λ∣:λ is an eigenvalue of XN}.\rho(X_N):=\max\{|\lambda|:\text{$\lambda$ is an eigenvalue of $X_N$}\}.

Bordenave–Caputo–Chafaï–Tikhomirov conjecture. The convergence in probability

lim⁡N→∞ρ(XN)N=1\lim_{N\to\infty}\frac{\rho(X_N)}{\sqrt{N}}=1

holds under the sole assumptions E[x]=0\mathbb{E}[\mathbf{x}]=0 and E[∣x∣2]=1\mathbb{E}[|\mathbf{x}|^2]=1. The circular law gives the corresponding lower bound, while the upper bound was known under a finite fourth-moment assumption; the conjecture asserts that no fourth moment is needed, equivalently that there are no outliers in the circular law.

References

Primary source

Charles Bordenave, Pietro Caputo, Djalil Chafai and Konstantin Tikhomirov, “On the spectral radius of a random matrix: an upper bound without fourth moment”, arXiv:1607.05484 (2018).

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