A matrix is diagonalizable if it has a basis of linearly independent eigenvectors. Since the set of nondiagonalizable matrices has measure zero, every is the limit of diagonalizable …
A Basak, O Zeitouni - Probability Theory and Related Fields, 2020 - Springer
Abstract Consider an N * NN× N Toeplitz matrix T_N TN with symbol a (λ):= ∑ _ ℓ=-d_2^ d_1 a_ ℓ λ^ ℓ a (λ):=∑ ℓ=-d 2 d 1 a ℓ λ ℓ, perturbed by an additive noise matrix N^-γ E_N N-γ …
S Morimoto, M Katori, T Shirai - arXiv preprint arXiv:2411.06472, 2024 - arxiv.org
We consider nonnormal matrix-valued dynamical systems with discrete time. For an eigenvalue of matrix, the number of times it appears as a root of the characteristic …
J Sjöstrand, M Vogel - Indagationes Mathematicae, 2021 - Elsevier
We study the spectra of N× N Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime N≫ 1. We prove a probabilistic Weyl law, which provides a …
J Sjöstrand, M Vogel - Annales Henri Poincaré, 2021 - Springer
We study the spectra of general N * NN× N Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime N ≫ 1 N≫ 1 …
NA Cook, A Guionnet, J Husson - … de l'Institut Henri Poincare (B) …, 2022 - projecteuclid.org
For a fixed quadratic polynomial p in n non-commuting variables, and n independent N× N complex Ginibre matrices X 1 N,…, X n N, we establish the convergence of the empirical …
C Bordenave, F Chapon, M Capitaine - arXiv preprint arXiv:2410.16439, 2024 - arxiv.org
Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are …