English

On the spectral edge of non-Hermitian random matrices

Probability 2025-07-14 v4

Abstract

For general non-Hermitian random matrices XX and deterministic deformation matrices AA, we prove that the local eigenvalue statistics of A+XA+X close to the typical edge points of its spectrum are universal. Furthermore, we show that under natural assumptions on AA the spectrum of A+XA+X does not have outliers at a distance larger than the natural fluctuation scale of the eigenvalues. As a consequence, the number of eigenvalues in each component of Spec(A+X)\mathrm{Spec}(A+X) is deterministic.

Keywords

Cite

@article{arxiv.2404.17512,
  title  = {On the spectral edge of non-Hermitian random matrices},
  author = {Andrew Campbell and Giorgio Cipolloni and László Erdős and Hong Chang Ji},
  journal= {arXiv preprint arXiv:2404.17512},
  year   = {2025}
}

Comments

Incorporated referees' comments; 61 pages, 3 figures