English

General Toeplitz matrices subject to Gaussian perturbations

Spectral Theory 2019-05-27 v1 Probability

Abstract

We study the spectra of general N×NN\times N Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime N1N\gg 1. We prove an asymptotic formula for the number of eigenvalues of the perturbed matrix in smooth domains. We show that these eigenvalues follow a Weyl law with probability sub-exponentially close to 11, as N1N\gg1, in particular that most eigenvalues of the perturbed Toeplitz matrix are close to the curve in the complex plane given by the symbol of the unperturbed Toeplitz matrix.

Keywords

Cite

@article{arxiv.1905.10265,
  title  = {General Toeplitz matrices subject to Gaussian perturbations},
  author = {Johannes Sjoestrand and Martin Vogel},
  journal= {arXiv preprint arXiv:1905.10265},
  year   = {2019}
}

Comments

23 pages, 2 figures

R2 v1 2026-06-23T09:22:29.621Z