English

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 NN of the form P(Y,A)P(Y,A) where PP is a noncommutative polynomial, AA is a tuple of deterministic matrices converging in \ast-distribution, when NN goes to infinity, towards a tuple aa in some C\mathcal{C}^*-probability space and YY is a tuple of independent matrices with i.i.d. centered entries with variance 1/N1/N. We investigate the eigenvalues of P(Y,A)P(Y,A) outside the spectrum of P(c,a)P(c,a) where cc is a circular system which is free from aa. We provide a sufficient condition to guarantee that these eigenvalues coincide asymptotically with those of P(0,A)P(0,A).

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}
}