Rate of Convergence to the Circular Law via Smoothing Inequalities for Log-Potentials

Abstract

The aim of this note is to investigate the Kolmogorov distance of the Circular Law to the empirical spectral distribution of non-Hermitian random matrices with independent entries. The optimal rate of convergence is determined by the Ginibre ensemble and is given by $n^{-1/2}$. A smoothing inequality for complex measures that quantitatively relates the uniform Kolmogorov-like distance to the concentration of logarithmic potentials is shown. Combining it with results from Local Circular Laws, we apply it to prove nearly optimal rate of convergence to the Circular Law in Kolmogorov distance. Furthermore we show that the same rate of convergence holds for the empirical measure of the roots of Weyl random polynomials.

arXiv comment23 pages, 1 figure. Updated conditions, Final Version published in RMTA

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Cited by in corpus (3)

• Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble
• Finite size corrections for real eigenvalues of the elliptic Ginibre matrices
• Zeros of random polynomials undergoing the heat flow