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