Interior eigenvalue density of large bi-diagonal matrices subject to random perturbations

Johannes Sjoestrand; Martin Vogel

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arXiv · 1604.05558

Interior eigenvalue density of large bi-diagonal matrices subject to random perturbations

Johannes Sjoestrand·Martin Vogel

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Abstract

We study the spectrum of large a bi-diagonal Toeplitz matrix subject to a Gaussian random perturbation with a small coupling constant. We obtain a precise asymptotic description of the average density of eigenvalues in the interior of the convex hull of the range symbol.

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BibTeX RIS

Johannes Sjoestrand, Martin Vogel. 2016-04-19. Interior eigenvalue density of large bi-diagonal matrices subject to random perturbations. https://arxiv.org/abs/1604.05558

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