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Wigner random matrices with non-symmetrically distributed entries

Sandrine Peche, Alexander Soshnikov

math.PRarXiv:math/0702035

Abstract

We show that the spectral radius of an N× N random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by 2 \*σ+ o(N-6/11+ε), where σ2 is the variance of the matrix entries and ε is an arbitrary small positive number. Our bound improves the earlier results by Z.Füredi and J.Komlós (1981), and the recent bound obtained by Van Vu (2005).

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