Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
Probability
2019-06-26 v1
Abstract
We consider a square random matrix of size of the form where is a noncommutative polynomial, is a tuple of deterministic matrices converging in -distribution, when goes to infinity, towards a tuple in some -probability space and is a tuple of independent matrices with i.i.d. centered entries with variance . We investigate the eigenvalues of outside the spectrum of where is a circular system which is free from . We provide a sufficient condition to guarantee that these eigenvalues coincide asymptotically with those of .
Keywords
Cite
@article{arxiv.1906.10674,
title = {Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices},
author = {Serban Belinschi and Charles Bordenave and Mireille Capitaine and Guillaume Cébron},
journal= {arXiv preprint arXiv:1906.10674},
year = {2019}
}