Local circular law for the product of a deterministic matrix with a random matrix

Abstract

It is well known that the spectral measure of eigenvalues of a rescaled square non-Hermitian random matrix with independent entries satisfies the circular law. In this paper, we consider the product $TX$, where $T$ is a deterministic $N\times M$ matrix and $X$ is a random $M\times N$ matrix with independent entries having zero mean and variance $(N\wedge M)^{-1}$. We prove a general local circular law for the empirical spectral distribution (ESD) of $TX$ at any point $z$ away from the unit circle under the assumptions that $N\sim M$, and the matrix entries $X_{ij}$ have sufficiently high moments. More precisely, if $z$ satisfies $||z|-1|\ge \tau $ for arbitrarily small $\tau >0$, the ESD of $TX$ converges to $\tilde \chi _{\mathbb D}(z) dA(z)$, where $\tilde \chi _{\mathbb D}$ is a rotation-invariant function determined by the singular values of $T$ and $dA$ denotes the Lebesgue measure on $\mathbb C$. The local circular law is valid around $z$ up to scale $(N\wedge M)^{-1/4+\epsilon }$ for any $\epsilon >0$. Moreover, if $|z|>1$ or the matrix entries of $X$ have vanishing third moments, the local circular law is valid around $z$ up to scale $(N\wedge M)^{-1/2+\epsilon }$ for any $\epsilon >0$.