paper

On the Circular Law

arXiv:math/0702386

Abstract

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent real entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the unit disc without assumptions on the existence of a density for the distribution of entries. We assume however that the entries have sub-Gaussian tails or are sparsely non-zero.

On the Circular Law · wovepaper