Circle law for the Dirichlet Markov Ensemble

Let M\mathbf{M} be the symmetric random matrix from theorem th:sym\mathrm{th:sym}, with eigenvalues λ1(nM),,λn(nM)\lambda_1(\sqrt{n}\,\mathbf{M}),\ldots,\lambda_n(\sqrt{n}\,\mathbf{M}). Let C1\mathcal{C}_1 denote the uniform probability distribution on the unit disc

{zC:z1}.\{z\in\mathbb{C}:|z|\leqslant 1\}.

Circle law for the Dirichlet Markov Ensemble. Almost surely, the empirical spectral distribution converges weakly to C1\mathcal{C}_1:

P(1nk=1nδλk(nM)nwC1)=1.\mathbb{P}\left(\frac{1}{n}\sum_{k=1}^n\delta_{\lambda_k(\sqrt{n}\,\mathbf{M})}\overset{\mathrm{w}}{\underset{n\to\infty}{\longrightarrow}}\mathcal{C}_1\right)=1.

The conjecture concerns the limiting eigenvalue distribution of a non-normal random matrix with dependent, non-identically distributed entries. The paper notes that the problem is difficult because eigenvalues of non-normal matrices are sensitive to perturbations and the usual singular-value methods do not apply; only partial results are available.

Sources & referencesView supporting material

Primary source

Djalil Chafai, “The Dirichlet Markov Ensemble”, arXiv:0709.4678 (2009).

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