Deviations from the Circular Law

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the eigenvalues converges to the uniform measure on the unit disk in the complex plane. In this note we describe fluctuations about this {\em Circular Law}. First we obtain finite $N$ formulas for the covariance of certain linear statistics of the eigenvalues. Asymptotics of these objects coupled with a theorem of Costin and Lebowitz then result in central limit theorems for a variety of these statistics

Small deviations for beta ensembles

We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately

Beta ensembles, stochastic Airy spectrum, and a diffusion

We prove that the largest eigenvalues of the beta ensembles of random matrix theory converge in distribution to the low-lying eigenvalues of the random Schroedinger operator -d^2/dx^2 + x + (2/beta^{1/2}) b_x' restricted to the positive half-line, where b_x' is white noise. In doing so we extend the definition of the Tracy-Widom(beta) distributions to all beta>0, and also analyze their tails. Last, in a parallel development, we provide a second characterization of these laws in terms of a one-dimensional diffusion. The proofs rely on the associated tridiagonal matrix models and a universality result showing that the spectrum of such models converge to that of their continuum operator limit. In particular, we show how Tracy-Widom laws arise from a functional central limit theorem.Comment: Revised content, new results. In particular, Theorems 1.3 and 5.1 are ne

Quantization Bounds on Grassmann Manifolds and Applications to MIMO Communications

This paper considers the quantization problem on the Grassmann manifold \mathcal{G}_{n,p}, the set of all p-dimensional planes (through the origin) in the n-dimensional Euclidean space. The chief result is a closed-form formula for the volume of a metric ball in the Grassmann manifold when the radius is sufficiently small. This volume formula holds for Grassmann manifolds with arbitrary dimension n and p, while previous results pertained only to p=1, or a fixed p with asymptotically large n. Based on this result, several quantization bounds are derived for sphere packing and rate distortion tradeoff. We establish asymptotically equivalent lower and upper bounds for the rate distortion tradeoff. Since the upper bound is derived by constructing random codes, this result implies that the random codes are asymptotically optimal. The above results are also extended to the more general case, in which \mathcal{G}_{n,q} is quantized through a code in \mathcal{G}_{n,p}, where p and q are not necessarily the same. Finally, we discuss some applications of the derived results to multi-antenna communication systems.Comment: 26 pages, 7 figures, submitted to IEEE Transactions on Information Theory in Aug, 200