Exponential bounds for the support convergence in the Single Ring Theorem

preprint2015arXivOpen access

Abstract

We consider an nn by nn matrix of the form A=UTVA=UTV, with U,VU, V some independent Haar-distributed unitary matrices and TT a deterministic matrix. We prove that for k∼n1/6k\sim n^{1/6} and b2:=1nTr⁡(∣T∣2)b^2:=\frac{1}{n}\operatorname{Tr}(|T|^2), as nn tends to infinity, we have ETr⁡(Ak(Ak)∗) ≲ b2kandE[∣Tr⁡(Ak)∣2] ≲ b2k.\mathbb{E} \operatorname{Tr} (A^{k}(A^{k})^*) \ \lesssim \ b^{2k}\qquad \textrm{and} \qquad\mathbb{E}[|\operatorname{Tr} (A^{k})|^2] \ \lesssim \ b^{2k}. This gives a simple proof (with slightly weakened hypothesis) of the convergence of the support in the Single Ring Theorem, improves the available error bound for this convergence from n−αn^{-α} to e−cn1/6e^{-cn^{1/6}} and proves that the rate of this convergence is at most n−1/6log⁡nn^{-1/6}\log n.

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