On the spectral edge of non-Hermitian random matrices
Probability
2025-07-14 v4
Abstract
For general non-Hermitian random matrices and deterministic deformation matrices , we prove that the local eigenvalue statistics of close to the typical edge points of its spectrum are universal. Furthermore, we show that under natural assumptions on the spectrum of 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 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