Eigenvalue Gaps of Random Perturbations of Large Matrices

Abstract: The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix

M_{n} = M + N_{n}

where

M

is deterministic, symmetric with large operator norm and

N_{n}

is a random symmetric matrix with subgaussian entries. One consequence of our tail bounds is that

M_{n}

has simple spectrum with probability at least

1 - e x p (- n^{2 / 15})

which improves on a result of Nguyen, Tao and Vu in terms of both the probability and the size of the matrix

M

.

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