Related papers: Eigenvectors of a matrix under random perturbation
We give sufficient conditions for the essential self-adjointness of perturbed biharmonic operators acting on sections of a Hermitian vector bundle over a Riemannian manifold with additional assumptions, such as lower semi-bounded Ricci…
Divergence-form operators with stationary random coefficients homogenize over large scales. We investigate the effect of certain perturbations of the medium on the homogenized coefficients. The perturbations that we consider are rare at the…
We revisit the normality preserving augmentation of normal matrices studied by Ikramov and Elsner in 1998 and complement their results by showing how the eigenvalues of the original matrix are perturbed by the augmentation. Moreover, we…
Analytic perturbation theory for matrices and operators is an immensely useful mathematical technique. Most elementary introductions to this method have their background in the physics literature, and quantum mechanics in particular. In…
We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…
We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…
In random-matrix ensembles that interpolate between the three basic ensembles (orthogonal, unitary, and symplectic), there exist correlations between elements of the same eigenvector and between different eigenvectors. We study such…
We analyze perturbations of the harmonic oscillator type operators in a Hilbert space H, i.e. of the self-adjoint operator with simple positive eigenvalues $\mu_k$ satisfying $\mu_{k+1}-\mu_k \geq \Delta >0$. Perturbations are considered in…
We consider the hermitian random matrix model with external source and general polynomial potential, when the source has two distinct eigenvalues but is otherwise arbitrary. All such models studied so far have a common feature: an…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
This paper systematically studies the behavior of the leading eigenvectors for independent edge undirected random graphs generated from a general latent position model whose link function is possibly infinite rank and also possibly…
We investigate almost-degenerate perturbation theory of eigenvalue problems, using spectral projectors, also named density matrices. When several eigenvalues are close to each other, the coefficients of the perturbative series become…
We consider a constant-size subset of left and right eigenvectors of an $N\times N$ i.i.d. complex non-Hermitian matrix associated with the eigenvalues with pairwise distances at least $N^{-\frac12+\epsilon}$. We show that arbitrary…
Eigenspectra that fill regions in the complex plane have been intriguing to many, inspiring research from random matrix theory to esoteric semi-infinite bounded non-Hermitian lattices. In this work, we propose a simple and robust ansatz for…
When some eigenvalues of a spiked multiplicative resp. additive deformation model of a Hermitian Wigner matrix resp. a sample covariance matrix separate from the bulk, we study how the corresponding eigenvectors project onto those of the…
Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…
We consider two-point non-self-adjoint boundary eigenvalue problems for linear matrix differential operators. The coefficient matrices in the differential expressions and the matrix boundary conditions are assumed to depend analytically on…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
We consider a general second order matrix operator in a multi-dimensional domain subject to a classical boundary condition. This operator is perturbed by a first order differential operator, the coefficients of which depend arbitrarily on a…
We establish a general relation between the diagonal correlator of eigenvectors and the spectral Green's function for non-hermitian random-matrix models in the large-N limit. We apply this result to a number of non-hermitian random-matrix…