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Mathematics > Probability

Title: On the spectral edge of non-Hermitian random matrices

Abstract: For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under natural assumptions on $A$ the spectrum of $A+X$ does not have outliers at a distance larger than the natural fluctuation scale of the eigenvalues. As a consequence, the number of eigenvalues in each component of $\mathrm{Spec}(A+X)$ is deterministic.
Comments: 51 pages
Subjects: Probability (math.PR)
MSC classes: 15B52, 60B20
Cite as: arXiv:2404.17512 [math.PR]
  (or arXiv:2404.17512v2 [math.PR] for this version)

Submission history

From: Hong Chang Ji [view email]
[v1] Fri, 26 Apr 2024 16:27:24 GMT (415kb,D)
[v2] Mon, 6 May 2024 12:10:32 GMT (419kb,D)

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