Toeplitz band matrices with small random perturbations
Spectral Theory
2019-01-28 v1 Analysis of PDEs
Probability
Abstract
We study the spectra of Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime . We prove a probabilistic Weyl law, which provides an precise asymptotic formula for the number of eigenvalues in certain domains, which may depend on , with probability sub-exponentially (in ) close to . We show that most eigenvalues of the perturbed Toeplitz matrix are at a distance of at most , for all , to the curve in the complex plane given by the symbol of the unperturbed Toeplitz matrix.
Keywords
Cite
@article{arxiv.1901.08982,
title = {Toeplitz band matrices with small random perturbations},
author = {Johannes Sjoestrand and Martin Vogel},
journal= {arXiv preprint arXiv:1901.08982},
year = {2019}
}
Comments
40 pages, 4 figures