Universality of the ESD for a fixed matrix plus small random noise: a stability approach (Q503096)

The author studies the empirical spectral distribution (ESD) in the limit where \(n\to\infty\) of a fixed \(n\times n\) matrix \(M_n\) plus small random noise of the form \(f(n)X_n\), where \(X_n\) has i.i.d. mean \(0\), variance \(1/n\) entries and \(f(n)\to 0\). A general universality result is proven, showing, with some conditions on \(M_n\) and \(f(n)\), that the limiting distribution of the ESD does not depend on the type of distribution used for the random entries of \(X_n\). The author uses the universality result to exactly compute the limiting ESD for two families where it was not previously known. The proof of the main result incorporates the Tao-Vu replacement principle and a version of the Lindeberg replacement strategy, along with the newly-defined notion of stability of sets of rows of a matrix.