Regularization of non-normal matrices by Gaussian noise - the banded Toeplitz and twisted Toeplitz cases
Abstract
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let be a deterministic matrix, and let be a complex Ginibre matrix. We consider the matrix , where . With the empirical measure of eigenvalues of , we provide a general deterministic equivalence theorem that ties to the singular values of , with . We then compute the limit of when is an upper triangular Toeplitz matrix of finite symbol: if where is fixed, are deterministic scalars and is the nilpotent matrix , then converges, as , to the law of where is a uniform random variable on the unit circle in the complex plane. We also consider the case of slowly varying diagonals (twisted Toeplitz matrices), and, when , also of i.i.d.~entries on the diagonals in .
Keywords
Cite
@article{arxiv.1712.00042,
title = {Regularization of non-normal matrices by Gaussian noise - the banded Toeplitz and twisted Toeplitz cases},
author = {Anirban Basak and Elliot Paquette and Ofer Zeitouni},
journal= {arXiv preprint arXiv:1712.00042},
year = {2018}
}
Comments
V2 has a new subsection (1.3) concerning relations with pseudospectra, and additional references. V3 is the revised version, to appear in Forum of Math - Sigma