General real i.i.d. level-crossing law

Let An=(aij)A_n=(a_{ij}) and Bn=(bij)B_n=(b_{ij}) be independent real n×nn\times n matrices with i.i.d. entries satisfying

Ea11=Eb11=0,Ea112=Eb112=1,\mathbb E a_{11}=\mathbb E b_{11}=0,\qquad \mathbb E a_{11}^2=\mathbb E b_{11}^2=1,

and assume a standard moment condition strong enough to imply the circular law and the corresponding local no-clustering estimates. Let μnLC\mu_n^{LC} be the empirical measure of the n(n1)n(n-1) level crossings of An+λBnA_n+\lambda B_n, counted with multiplicity and normalized to have total mass one. General real i.i.d. level-crossing conjecture. As nn\to\infty,

μnLCdxdyπ(1+λ2)2\mu_n^{LC}\Longrightarrow\frac{dx\,dy}{\pi(1+|\lambda|^2)^2}

in probability on CP1\mathbb{CP}^1. Equivalently, the limiting law is the uniform spherical measure. The source explains that possible concentration near RP1\mathbb{RP}^1 is an additional issue, while a conditional theorem proves the conclusion under a no-concentration hypothesis.

Sources & referencesView supporting material

Primary source

B. Shapiro, “Level Crossing in Random Matrices. III. Analogs of Girko's circular and Wigner's semicircle laws”, arXiv:2604.25785 (2026).

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