On the spectral radius of a random matrix: an upper bound without fourth moment - Archive ouverte HAL
Article Dans Une Revue Annals of Probability Année : 2018

On the spectral radius of a random matrix: an upper bound without fourth moment

Résumé

Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral radius is close to the square root of the dimension. We conjecture that this holds true under the sole assumption of zero mean and unit variance, in other words that there are no outliers in the circular law. In this work we establish the conjecture in the case of symmetrically distributed entries with a finite moment of order larger than two. The proof uses the method of moments combined with a novel truncation technique for cycle weights that might be of independent interest.
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Dates et versions

hal-01346261 , version 1 (18-07-2016)

Identifiants

Citer

Charles Bordenave, Pietro Caputo, Djalil Chafaï, Konstantin Tikhomirov. On the spectral radius of a random matrix: an upper bound without fourth moment. Annals of Probability, 2018, 44 (4), pp.2268-2286. ⟨10.1214/17-AOP1228⟩. ⟨hal-01346261⟩
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