Interior eigenvalue density of Jordan matrices with random perturbations
Spectral Theory
2014-12-09 v1
Abstract
We study the eigenvalue distribution of a large Jordan block subject to a small random Gaussian perturbation. A result by E.B. Davies and M. Hager shows that as the dimension of the matrix gets large, with probability close to , most of the eigenvalues are close to a circle. We study the expected eigenvalue density of the perturbed Jordan block in the interior of that circle and give a precise asymptotic description.
Keywords
Cite
@article{arxiv.1412.2230,
title = {Interior eigenvalue density of Jordan matrices with random perturbations},
author = {Johannes Sjoestrand and Martin Vogel},
journal= {arXiv preprint arXiv:1412.2230},
year = {2014}
}
Comments
4 figures