Matrix regularizing effects of Gaussian perturbations

Abstract: The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for

H = A + V

, where

A

is the base matrix and

V

is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of eigenvalues of

H

in an interval, and present tail bounds for the distribution of the Frobenius and operator norms of

H^{- 1}

and for the distribution of the norm of

H^{- 1}

applied to a fixed vector. The bounds are uniform in

A

and exceed the actual suprema by no more than multiplicative constants. The probability of multiple eigenvalues in an interval is also estimated.

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