Local circular law for the product of a deterministic matrix with a random matrix

TL;DR

This paper establishes a local circular law for the eigenvalues of the product of a deterministic matrix and a random matrix with independent entries, valid away from the unit circle and at small scales, under certain moment conditions.

Contribution

It extends the circular law to a local regime for products of deterministic and random matrices, detailing the spectral distribution behavior at fine scales.

Findings

Convergence of empirical spectral distribution to a rotation-invariant measure.

Validity of the local circular law at scales up to (N∧M)^{-1/4+ε}.

Enhanced scale validity to (N∧M)^{-1/2+ε} under specific conditions.

Abstract

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. We consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix and $X$ is a random $M\times N$ matrix with independent entries having zero mean and variance $(N\wedge M)^{-1}$. We prove a general local circular law for the empirical spectral distribution (ESD) of $TX$ at any point $z$ away from the unit circle under the assumptions that $N\sim M$, and the matrix entries $X_{ij}$ have sufficiently high moments. More precisely, if $z$ satisfies $||z|-1|\ge \tau$ for arbitrarily small $\tau>0$, the ESD of $TX$ converges to $\tilde \chi_{\mathbb D}(z) dA(z)$, where $\tilde \chi_{\mathbb D}$ is a rotation-invariant function determined by the singular values of $T$ and $dA$ denotes the Lebesgue measure on $\mathbb C$. The local circular law is valid around $z$ up to scale $(N\wedge M)^{-1/4+\epsilon}$ for any $\epsilon>0$. Moreover, if $|z|>1$ or the matrix entries of $X$ have vanishing third moments, the local circular law is valid around $z$ up to scale $(N\wedge M)^{-1/2+\epsilon}$ for any $\epsilon>0$.