Outliers of random perturbations of Toeplitz matrices with finite symbols

DOI10.1007/s00440-020-00990-xzbMath1451.60014arXiv1905.10244OpenAlexW3047374541MaRDI QIDQ2210742

Anirban Basak, Ofer Zeitouni

Publication date: 8 November 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.10244

zbMATH Keywords

Toeplitz matrixrandom perturbations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Perturbation theory of linear operators (47A55) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (algebraic aspects) (15B52) Random linear operators (47B80) Toeplitz, Cauchy, and related matrices (15B05)

Related Items

Convergence of the spectral radius of a random matrix through its characteristic polynomial, Random matrices and random graphs, Sparse matrices: convergence of the characteristic polynomial seen from infinity, Random matrices. Abstracts from the workshop held December 8--14, 2019, Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations

Uses Software

• Eigtool

Cites Work

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