Spectra of nearly Hermitian random matrices

DOI10.1214/16-AIHP754zbMath1381.60022arXiv1510.00039MaRDI QIDQ2403219

Philip Matchett Wood, Sean O'Rourke

Publication date: 15 September 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/1510.00039

zbMATH Keywords

perturbationrandom matricesWigner matricesrandom eigenvaluesrandom eigenvectorssample covariance matricesoutlier eigenvalues

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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Outliers in the spectrum for products of independent random matrices ⋮ Unnamed Item ⋮ Outliers in spectrum of sparse Wigner matrices ⋮ Random perturbation of low rank matrices: improving classical bounds ⋮ Dynamics of a rank-one perturbation of a Hermitian matrix ⋮ A generalized Hermite-Biehler theorem and non-Hermitian perturbations of Jacobi matrices ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ On the local pairing behavior of critical points and roots of random polynomials ⋮ Emergence of a spectral gap in a class of random matrices associated with split graphs ⋮ Pairing between zeros and critical points of random polynomials with independent roots

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