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Eigenvalue Gaps of Random Perturbations of Large Matrices

Probability 2022-11-02 v1

Abstract

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix Mn=M+NnM_n = M + N_n where MM is deterministic, symmetric with large operator norm and NnN_n is a random symmetric matrix with subgaussian entries. One consequence of our tail bounds is that MnM_n has simple spectrum with probability at least 1exp(n2/15)1 - \exp(-n^{2/15}) which improves on a result of Nguyen, Tao and Vu in terms of both the probability and the size of the matrix MM.

Keywords

Cite

@article{arxiv.2211.00606,
  title  = {Eigenvalue Gaps of Random Perturbations of Large Matrices},
  author = {Kyle Luh and Ryan Vogel and Alan Yu},
  journal= {arXiv preprint arXiv:2211.00606},
  year   = {2022}
}

Comments

10 pages