A rate of convergence for the circular law for the complex Ginibre ensemble
Author(s) -
Elizabeth Meckes,
Mark W. Meckes
Publication year - 2015
Publication title -
annales de la faculté des sciences de toulouse mathématiques
Language(s) - English
Resource type - Journals
eISSN - 2258-7519
pISSN - 0240-2963
DOI - 10.5802/afst.1443
Subject(s) - measure (data warehouse) , logarithm , mathematics , convergence (economics) , order (exchange) , rate of convergence , empirical measure , mathematical analysis , statistics , economics , computer science , key (lock) , economic growth , computer security , finance , database
We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected $L_p$-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the uniform measure on the unit disc, both in expectation and almost surely. For $1 \le p \le 2$, the bounds are of the order $n^{-1/4}$, up to logarithmic factors.
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