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A note on the universality of ESDs of inhomogeneous random matrices

Published 9 Jun 2020 in math.PR | (2006.05418v1)

Abstract: In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and hard-to-verify Fourier domination assumption may be replaced simply by a natural uniform anti-concentration assumption. Along the way, we show that inhomogeneous complex random matrices, whose expected squared Hilbert-Schmidt norm is quadratic in the dimension, and whose entries (after symmetrization) are uniformly anti-concentrated at $0$ and infinity, typically have smallest singular value $\Omega(n{-1/2})$. The rate $n{-1/2}$ is sharp, and closes a gap in the literature. Our proofs closely follow recent works of Livshyts, and Livshyts, Tikhomirov, and Vershynin on inhomogeneous real random matrices. The new ingredient is a couple of anti-concentration inequalities for sums of independent, but not necessarily identically distributed, complex random variables, which may also be useful in other contexts.

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