Random regularization of Brown spectral measure

DOI10.1006/JFAN.2001.3935zbMATH Open1026.46056arXivmath/0105109OpenAlexW2144077636MaRDI QIDQ1849073FDOQ1849073

Authors: Piotr Śniady 

Publication date: 28 November 2002

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We generalize a recent result of Haagerup; namely we show that a convolution with a standard Gaussian random matrix regularizes behaviour of Kadison--Fuglede determinant and Brown spectral distribution measure. In this way it is possible to establish a connection between limit eigenvalues distributions of a wide class of random matrices and the Brown measure of the corresponding limits.

Full work available at URL: https://arxiv.org/abs/math/0105109

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zbMATH Keywords

Fuglede-Kadison determinantGaussian random matrixBrown spectral distribution measure

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Noncommutative probability and statistics (46L53)

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Cited In (29)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Spectral theory of sparse non-Hermitian random matrices
• Outliers of random perturbations of Toeplitz matrices with finite symbols
• The Brown measure of the sum of a self-adjoint element and an elliptic element
• Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time
• Convergence of the spectral measure of non-normal matrices
• PDE Methods in Random Matrix Theory
• Around the circular law
• Circular law theorem for random Markov matrices
• The single ring theorem
• Phase transition of eigenvalues in deformed Ginibre ensembles. II: GinSE
• Brown measures of free circular and multiplicative Brownian motions with self-adjoint and unitary initial conditions
• THE FREE ENTROPY DIMENSION OF SOME L^∞[0,1]-CIRCULAR OPERATORS
• Asymptotic *-distribution of permuted Haar unitary matrices
• Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
• Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
• Limiting spectral distribution of the product of truncated Haar unitary matrices
• Deformed single ring theorems
• Brown measure and asymptotic freeness of elliptic and related matrices
• Computation of some examples of Brown's spectral measure in free probability
• Overlaps, eigenvalue gaps, and pseudospectrum under real Ginibre and absolutely continuous perturbations
• Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
• Outlier eigenvalues for deformed i.i.d. random matrices
• A spectral dominance approach to large random matrices
• The Brown measure of a sum of two free random variables, one of which is triangular elliptic
• Circular law for noncentral random matrices
• Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem
• Regularization of non-normal matrices by Gaussian noise -- the banded Toeplitz and twisted Toeplitz cases

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