Brown measure convergence for the spectrum of polynomials in Ginibre matrices
Abstract
Fix a multivariate polynomial p in n non-commuting variables of arbitrary degree, and consider n independent N× N complex Ginibre matrices X1N,·s,XnN. We prove that the empirical spectral distribution of PN=p(X1N,·s,XnN) converges as N tends to infinity to the so-called Brown measure of p evaluated at free circular variables. For polynomials of degree at most 2, the convergence was proven by Cook, Guionnet, and Husson cook2022spectrum, and we prove that the convergence in fact holds for polynomials p of any degree. The main step in the proof is a least singular value lower bound for PN-z for almost all complex shifts z, and we prove this via a least singular value lower bound for a wide class of tensorized Ginibre matrices of finite type with a deterministic shift, which is of independent interest. We further show that the Brown measure convergence holds beyond Gaussians: the same convergence holds when the entry law has mean 0, variance 1, bounded density on C and finite moments of all orders.
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