Interior Eigenvalue Density of Jordan Matrices with Random Perturbations
Affiliation auteurs | Affiliation ok |
Titre | Interior Eigenvalue Density of Jordan Matrices with Random Perturbations |
Type de publication | Book Chapter |
Year of Publication | 2017 |
Auteurs | Sjostrand J, Vogel M |
Editor | Andersson M, Boman J, Kiselman C, Kurasov P, Sigurdsson R |
Book Title | ANALYSIS MEETS GEOMETRY: THE MIKAEL PASSARE MEMORIAL VOLUME |
Series Title | Trends in Mathematics |
Pagination | 439-466 |
Publisher | BIRKHAUSER VERLAG AG |
City | VIADUKSTRASSE 40-44, PO BOX 133, CH-4010 BASEL, SWITZERLAND |
ISBN Number | 978-3-319-52471-9; 978-3-319-52469-6 |
ISBN | 2297-0215 |
Mots-clés | non-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. |