General Toeplitz Matrices Subject to Gaussian Perturbations
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Titre | General Toeplitz Matrices Subject to Gaussian Perturbations |
Type de publication | Journal Article |
Year of Publication | 2021 |
Auteurs | Sjostrand J, Vogel M |
Journal | ANNALES HENRI POINCARE |
Volume | 22 |
Date Published | JAN |
Type of Article | Article |
ISSN | 1424-0637 |
Résumé | We study the spectra of general N x N Toeplitz matrices given by symbols in the Wiener Algebra perturbed by small complex Gaussian random matrices, in the regime N >> 1. 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 N >> 1, 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. |
DOI | 10.1007/s00023-020-00970-w |