Interior Eigenvalue Density of Jordan Matrices with Random Perturbations

Affiliation auteursAffiliation ok
TitreInterior Eigenvalue Density of Jordan Matrices with Random Perturbations
Type de publicationBook Chapter
Year of Publication2017
AuteursSjostrand J, Vogel M
EditorAndersson M, Boman J, Kiselman C, Kurasov P, Sigurdsson R
Book TitleANALYSIS MEETS GEOMETRY: THE MIKAEL PASSARE MEMORIAL VOLUME
Series TitleTrends in Mathematics
Pagination439-466
PublisherBIRKHAUSER VERLAG AG
CityVIADUKSTRASSE 40-44, PO BOX 133, CH-4010 BASEL, SWITZERLAND
ISBN Number978-3-319-52471-9; 978-3-319-52469-6
ISBN2297-0215
Mots-clésnon-self-adjoint operators, random perturbations, Spectral theory
Résumé

We study the eigenvalue distribution of a large Jordan block subject to a small random Gaussian perturbation. A result by E. B. Davies and M. Hager shows that as the dimension of the matrix gets large, with probability close to 1, most of the eigenvalues are close to a circle. We study the expected eigenvalue density of the perturbed Jordan block in the interior of that circle and give a precise asymptotic description.