Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices

DOI10.1214/21-EJP666zbMATH Open1470.15030arXiv1906.10674MaRDI QIDQ2042832FDOQ2042832

Authors: Charles Bordenave, Mireille Capitaine, Guillaume Cébron, S. T. Belinschi 

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some $mathcal{C}^{\ast }$-probability space and $Y$ is a tuple of independent matrices with i.i.d. centered entries with variance $1/N$. We investigate the eigenvalues of $P(Y,A)$ outside the spectrum of $P(c,a)$ where $c$ is a circular system which is free from $a$. We provide a sufficient condition to guarantee that these eigenvalues coincide asymptotically with those of $P(0,A)$.

Full work available at URL: https://arxiv.org/abs/1906.10674

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zbMATH Keywords

random matricesfree probability

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54)

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Cited In (8)

• Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
• On the outlying eigenvalues of a polynomial in large independent random matrices
• Spiked multiplicative random matrices and principal components
• Spectral properties of polynomials in independent Wigner and deterministic matrices
• No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices
• Complex outliers of Hermitian random matrices
• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
• Outlier eigenvalues for deformed i.i.d. random matrices

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