Random perturbations of matrix polynomials

DOI10.1007/S10959-020-01048-3zbMATH Open1491.15042arXiv1703.01858OpenAlexW3095481350MaRDI QIDQ2116469FDOQ2116469

Patryk Pagacz, Michał Wojtylak

Publication date: 17 March 2022

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

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 $HX$ of a fixed diagonal matrix $H$ and the Wigner matrix $X$ and a special matrix polynomial. The results are illustrated with various examples and numerical simulations.

Full work available at URL: https://arxiv.org/abs/1703.01858

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zbMATH Keywords

random matrixeigenvaluematrix polynomiallimit distribution of eigenvalues

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Perturbation theory of linear operators (47A55)

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Cited In (4)

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Uses Software

• NLEVP

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