Universality of the ESD for a fixed matrix plus small random noise: a stability approach

DOI10.1214/15-AIHP702zbMath1357.15024arXiv1403.4593OpenAlexW1570097413MaRDI QIDQ503096

Philip Matchett Wood

Publication date: 11 January 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4593

zbMATH Keywords

perturbationrandom matricesuniversalityempirical spectral distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (7)

Outliers of random perturbations of Toeplitz matrices with finite symbols ⋮ Toeplitz band matrices with small random perturbations ⋮ General Toeplitz matrices subject to Gaussian perturbations ⋮ REGULARIZATION OF NON-NORMAL MATRICES BY GAUSSIAN NOISE—THE BANDED TOEPLITZ AND TWISTED TOEPLITZ CASES ⋮ Approximation to stable law by the Lindeberg principle ⋮ Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices ⋮ Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations

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