General Toeplitz matrices subject to Gaussian perturbations (Q2223545)
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General Toeplitz matrices subject to Gaussian perturbations (English)
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29 January 2021
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The authors study the spectra of general \(N\times N\) Toeplitz matrices given by symbols in the Wiener algebra perturbed by small complex Gaussian random matrices (in the regime \(N \gg 1\)). An asymptotic formula for the number of eigenvalues of the perturbed matrix in smooth domains are proved. Moreover, it is shown that these eigenvalues follow a Weyl law with probability subexponentially close to 1, as \(N \gg 1\).
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Toeplitz matrices
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Wiener algebra
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Gaussian random matrices
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Weyl law
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0.9331379532814026
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0.8752707242965698
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0.8194380402565002
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0.8148075342178345
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0.8134450912475586
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