Random perturbations of matrix polynomials
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Publication:2116469
Abstract: A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of the resolvent of the sum is derived and the eigenvalues are localised. Three instances are considered: a low-rank matrix perturbed by the Wigner matrix, a product of a fixed diagonal matrix and the Wigner matrix and a special matrix polynomial. The results are illustrated with various examples and numerical simulations.
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Cited in
(5)- Polynomials in Asymptotically Free Random Matrices
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