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Empirical spectral distribution of a matrix under perturbation

Probability 2017-10-03 v4

Abstract

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent with a variance profile. We prove that, depending on the order of magnitude of the perturbation, several regimes can appear, called perturbative and semi-perturbative regimes. Depending on the regime, the leading terms of the expansion are either related to the one-dimensional Gaussian free field or to free probability theory.

Keywords

Cite

@article{arxiv.1701.02597,
  title  = {Empirical spectral distribution of a matrix under perturbation},
  author = {Florent Benaych-Georges and Nathanaël Enriquez and Alkéos Michaïl},
  journal= {arXiv preprint arXiv:1701.02597},
  year   = {2017}
}

Comments

25 pages, 4 figures. In the last version, Remark 1 was added and several points were clarified