We consider the regularization of matrices MN written in Jordan form by additive Gaussian noise N−γGN, where GN is a matrix of i.i.d. standard Gaussians and γ>1/2 so that the operator norm of the additive noise tends to 0 with N. Under mild conditions on the structure of MN we evaluate the limit of the empirical measure of eigenvalues of MN+N−γGN and show that it depends on γ, in contrast with the case of a single Jordan block.
Cite
@article{arxiv.1404.3491,
title = {Regularization of non-normal matrices by Gaussian noise},
author = {Ohad Feldheim and Elliot Paquette and Ofer Zeitouni},
journal= {arXiv preprint arXiv:1404.3491},
year = {2014}
}