Complex outliers of Hermitian random matrices (Q1692249)

The author studies the asymptotic behavior of the outliers of the sum of a Hermitian random matrix and a finite rank matrix which is not necessarily Hermitian. He observes several possible convergence rates and outliers locating around their limits at the vertices of regular polygons as in [\textit{F. Benaych-Georges} and \textit{J. Rochet}, Probab. Theory Relat. Fields 165, No. 1--2, 313--363 (2016; Zbl 1342.15027)], as well as possible correlations between outliers at macroscopic distance as in [\textit{A. Knowles} and \textit{J. Yin}, Ann. Probab. 42, No. 5, 1980--2031 (2014; Zbl 1306.15034)] and Benaych-Georges and Rochet [loc. cit.]. He also observes that a single spike can generate several outliers in the spectrum of the deformed model, as already noticed in [\textit{F. Benaych-Georges} and \textit{R. R. Nadakuditi}, Adv. Math. 227, No. 1, 494--521 (2011; Zbl 1226.15023)] and [\textit{S. T. Belinschi} et al., Ann. Probab. 45, No. 6A, 3571--3625 (2017; Zbl 1412.60014)]. In the particular case where the perturbation matrix is Hermitian, the results complete the work of \textit{F. Benaych-Georges} et al. [Electron. J. Probab. 16, Paper No. 60, 1621--1662 (2011; Zbl 1245.60007)], as they consider fluctuations of outliers lying in ``holes'' of the limit support, which happen to exhibit surprising correlations.