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Jalowy, Jonas: Rate of convergence for non-Hermitian random matrices and their products. 2020
Inhalt
Contents
1 Introduction
1.1 Motivation: The Circular Law
1.2 Rate of convergence
1.3 Products of random matrices
1.4 Random polynomials
1.5 The spectral radius
1.6 Structure of the thesis
2 Preliminaries
2.1 (Hermitian) Random Matrix Theory
2.1.1 Basics
2.1.2 Methodologies
Truncation and perturbation
Method of Moments
Stieltjes transform
The GUE, orthogonal polynomials and the log-gas picture
2.2 Non-Hermitian Random Matrix Theory
2.2.1 Gaussian ensembles
The Ginibre ensemble
Products of Ginibre matrices
2.2.2 The logarithmic potential
Potential Theory and Harmonic Analysis
Girko's Hermitization Trick
2.2.3 State of the art
Concentration of logarithmic potentials
Local Circular Laws
Some identities between n, mn and Un
Products of independent matrices
2.3 Statement of the Problem
2.3.1 Distance of probability measures
2.3.2 Numerical Simulations
3 Rate of convergence for Gaussian matrices
3.1 Ginibre matrices
3.2 Products of Ginibre matrices
3.3 A slight modification of the model
3.4 Non-averaged rate of convergence
4 Rate of convergence for matrices with independent entries
4.1 The Smoothing Inequality for logarithmic potentials
4.2 The Circular Law
4.3 Products of matrices with independent entries
5 Applications and related models
5.1 Random polynomials
5.2 Rate of convergence of the spectral radius
List of Symbols
Bibliography