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Mathematics > Probability

Title: Spectrum occupies pseudospectrum for random matrices with diagonal deformation and variance profile

Abstract: We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that the support of the asymptotic eigenvalue distribution in the complex plane exactly coincides with the $\varepsilon$-pseudospectrum in the consecutive limits $n \to \infty$ and $\varepsilon \to 0$. Furthermore, we provide a description of this support in terms of a single real-valued function on the complex plane. As a level set of this locally real analytic function, the spectral edge is a real analytic variety of dimension at most one.
Comments: 41 pages, 2 figures
Subjects: Probability (math.PR); Mathematical Physics (math-ph); Functional Analysis (math.FA); Operator Algebras (math.OA)
MSC classes: 60B20, 15B52
Cite as: arXiv:2404.17573 [math.PR]
  (or arXiv:2404.17573v1 [math.PR] for this version)

Submission history

From: Johannes Alt [view email]
[v1] Fri, 26 Apr 2024 17:56:05 GMT (1080kb,D)

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