General Toeplitz matrices subject to Gaussian perturbations

DOI10.1007/S00023-020-00970-WMaRDI QIDQ2223545zbMATH OpenOpenAlexFDO

Authors Martin Vogel, Johannes Sjöstrand

Publication date 29 January 2021

Published in Annales Henri Poincaré (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.10265

zbMATH Keywords

Gaussian random matricesToeplitz matricesWeyl lawWiener algebra

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz, Cauchy, and related matrices (15B05) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We study the spectra of general $NimesN$ Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime $Ngg1$. We prove an asymptotic formula for the number of eigenvalues of the perturbed matrix in smooth domains. We show that these eigenvalues follow a Weyl law with probability sub-exponentially close to $1$, as $Ngg1$, in particular that most eigenvalues of the perturbed Toeplitz matrix are close to the curve in the complex plane given by the symbol of the unperturbed Toeplitz matrix.

Review text

The authors study the spectra of general \(N\times N\) Toeplitz matrices given by symbols in the Wiener algebra perturbed by small complex Gaussian random matrices (in the regime \(N \gg 1\)). An asymptotic formula for the number of eigenvalues of the perturbed matrix in smooth domains are proved. Moreover, it is shown that these eigenvalues follow a Weyl law with probability subexponentially close to 1, as \(N \gg 1\).

Recommendations

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• Spectrum of random perturbations of Toeplitz matrices with finite symbols
• The spectra of large Toeplitz band matrices with a randomly perturbed entry
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• Almost sure Weyl law for quantized tori

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Cited in

(15)

• The Gaussian Toeplitz matrix
• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Almost sure Weyl law for quantized tori
• Outliers of random perturbations of Toeplitz matrices with finite symbols
• Toeplitz band matrices with small random perturbations
• Eigenpairs of Toeplitz and disordered Toeplitz matrices with a Fisher-Hartwig symbol
• Perturbed Toeplitz matrices and their LU-decompositions
• Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
• The spectra of large Toeplitz band matrices with a randomly perturbed entry
• Deterministic equivalence for noisy perturbations
• Spectrum of random perturbations of Toeplitz matrices with finite symbols
• Regularization of non-normal matrices by Gaussian noise -- the banded Toeplitz and twisted Toeplitz cases
• A probabilistic Weyl-law for perturbed Berezin-Toeplitz operators
• Eigenvectors of the square grid plus GUE
• Spectral instability of random Fredholm operators

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Uses Software

• Eigtool

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