General Toeplitz Matrices Subject to Gaussian Perturbations

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TitreGeneral Toeplitz Matrices Subject to Gaussian Perturbations
Type de publicationJournal Article
Year of Publication2021
AuteursSjostrand J, Vogel M
JournalANNALES HENRI POINCARE
Volume22
Date PublishedJAN
Type of ArticleArticle
ISSN1424-0637
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.

DOI10.1007/s00023-020-00970-w