The circular law conjecture is true

You need to know: Notation |S| for the number of elements in finite set S, set {\mathbb C} of complex numbers, real part Re(z) and imaginary part Im(z) of a complex number z, compact subsets of {\mathbb C}, compactly supported function f:{\mathbb C}\to{\mathbb R}, matrix with complex entries, eigenvalue of a square matrix, basic probability theory, independent identically distributed (i.i.d.) complex random variables, mean, variance, probability measure \mu on {\mathbb C}, integration \int_{\mathbb C}f(z) d\mu, uniform distribution on the unit disk in {\mathbb C}.

Background: Given an n \times n matrix A, let \mu_A(x,y) := \frac{1}{n}|\{1 \leq i \leq n, \, Re(\lambda_i) \leq x, \, Im(\lambda_i) \leq y\}| be the empirical spectral distribution (ESD) of its eigenvalues \lambda_i \in {\mathbb C}, i = 1,\dots,n. We interpret \mu_A as a discrete probability measure on {\mathbb C}. Let A_n be a sequence of random matrices. For a probability measure \mu_\infty on {\mathbb C}, and continuous compactly supported function f:{\mathbb C}\to{\mathbb R}, let \Delta(\mu_\infty, f, n)=\int_{\mathbb C}f(z) d\mu_{1/\sqrt{n}A_n}(z) - \int_{\mathbb C}f(z) d\mu_\infty. We say that the ESD of \frac{1}{\sqrt{n}}A_n converges in probability to \mu_\infty if \lim\limits_{n\to\infty}P\left(|\Delta(\mu_\infty, f, n)|\geq\epsilon\right)=0 for every f and for every \epsilon>0. Also, we say that ESD of \frac{1}{\sqrt{n}}A_n converges to \mu_\infty almost surely, if, with probability 1, \Delta(\mu_\infty, f, n) converges to zero for all f.

The Theorem: On 30th July 2008, Terence Tao, Van Vu submitted to arxiv a paper in which they proved the following result. Let A_n be the n \times n random matrix whose entries are i.i.d. complex random variables with mean zero and variance one. Then, the ESD of \frac{1}{\sqrt{n}}A_n converges (both in probability and in the almost sure sense) to the uniform distribution on the unit disk.

Short context: The statement of the Theorem was known as the circular law conjecture before 2010, and now is called the circular law. It was first established by Ginibre in 1965 for random matrices with Gaussian distribution of entries. Then many authors proved it for more and more general distributions, culminating in the Theorem that establishes it in the general case.

Links: Free arxiv version of the original paper is here, journal version is here.

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