General Toeplitz matrices subject to Gaussian perturbations
Spectral Theory
2019-05-27 v1 Probability
Abstract
We study the spectra of general Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime . We prove an asymptotic formula for the number of eigenvalues of the perturbed matrix in smooth domains. We show that these eigenvalues follow a Weyl law with probability sub-exponentially close to , as , in particular that most eigenvalues of the perturbed Toeplitz matrix are close to the curve in the complex plane given by the symbol of the unperturbed Toeplitz matrix.
Keywords
Cite
@article{arxiv.1905.10265,
title = {General Toeplitz matrices subject to Gaussian perturbations},
author = {Johannes Sjoestrand and Martin Vogel},
journal= {arXiv preprint arXiv:1905.10265},
year = {2019}
}
Comments
23 pages, 2 figures