Abstract: In this talk, we consider the spectral radius of a large random matrix with independent and identically distributed entries. We show that its typical size is given by a precise and universal three-term asymptotics with an optimal error term, beyond the radius of the celebrated circular law. A similar three-term asymptotics also holds true for the rightmost eigenvalue with slightly different coefficients.
Based on joint work with Giorgio Cipolloni, Laszlo Erdos, and Dominik Schroder.
Precise asymptotics for the spectral radius of a large random matrix
23.11.2022 17:45 - 19:00
Organiser:
M. Beiglböck, N. Berestycki, L. Erdös, J. Maas, F. Toninelli, E. Schertzer
Location:
HS 21, HP, Stiege 8, Hauptgebäude, Universitätsring 1