The circular law for random matrices

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent 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 that the entries have a finite moment of order larger than two and consider the case of sparse matrices. The results are based on previous work of Bai, Rudelson and the authors extending those results to a larger class of sparse matrices.Comment: Published in at http://dx.doi.org/10.1214/09-AOP522 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the Distribution of Complex Roots of Random Polynomials with Heavy-tailed Coefficients

Consider a random polynomial $G_n(z)=\xi_nz^n+...+\xi_1z+\xi_0$ with i.i.d. complex-valued coefficients. Suppose that the distribution of $\log(1+\log(1+|\xi_0|))$ has a slowly varying tail. Then the distribution of the complex roots of $G_n$ concentrates in probability, as $n\to\infty$, to two centered circles and is uniform in the argument as $n\to\infty$. The radii of the circles are $|\xi_0/\xi_\tau|^{1/\tau}$ and $|\xi_\tau/\xi_n|^{1/(n-\tau)}$, where $\xi_\tau$ denotes the coefficient with the maximum modulus.Comment: 8 page

Preferred attachment model of affiliation network

In an affiliation network vertices are linked to attributes and two vertices are declared adjacent whenever they share a common attribute. For example, two customers of an internet shop are called adjacent if they have purchased the same or similar items. Assuming that each newly arrived customer is linked preferentially to already popular items we obtain a preferred attachment model of an evolving affiliation network. We show that the network has a scale-free property and establish the asymptotic degree distribution.Comment: 9 page

Local universality of repulsive particle systems and random matrices

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or determinantal representation, the local correlations in the bulk coincide in the limit of infinitely many particles with those known from random Hermitian matrices; in particular they can be expressed as determinants of the so-called sine kernel. These results may provide an explanation for the appearance of sine kernel correlation statistics in a number of situations which do not have an obvious interpretation in terms of random matrices.Comment: Published in at http://dx.doi.org/10.1214/13-AOP844 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Limit Correlation Functions for Fixed Trace Random Matrix Ensembles

Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.Comment: 32 pages; Latex; result improved; proofs modified; reference added; typos correcte

Lattice point problems and distribution of values of quadratic forms

For d-dimensional irrational ellipsoids E with d >= 9 we show that the number of lattice points in rE is approximated by the volume of rE, as r tends to infinity, up to an error of order o(r^{d-2}). The estimate refines an earlier authors' bound of order O(r^{d-2}) which holds for arbitrary ellipsoids, and is optimal for rational ellipsoids. As an application we prove a conjecture of Davenport and Lewis that the gaps between successive values, say s<n(s), s,n(s) in Q[Z^d], of a positive definite irrational quadratic form Q[x], x in R^d, are shrinking, i.e., that n(s) - s -> 0 as s -> \infty, for d >= 9. For comparison note that sup_s (n(s)-s) 0, for rational Q[x] and d>= 5. As a corollary we derive Oppenheim's conjecture for indefinite irrational quadratic forms, i.e., the set Q[Z^d] is dense in R, for d >= 9, which was proved for d >= 3 by G. Margulis in 1986 using other methods. Finally, we provide explicit bounds for errors in terms of certain characteristics of trigonometric sums.Comment: 51 pages, published versio

Estimates for the closeness of convolutions of probability distributions on convex polyhedra

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of multidimensional distributions may be transferred to the estimation of the closeness of convolutions of probability distributions on convex polyhedra.Comment: 8 page