arXiv:1906.10674 [math.PR]AbstractReferencesReviewsResources
Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
Serban Belinschi, Charles Bordenave, Mireille Capitaine, Guillaume Cébron
Published 2019-06-25Version 1
We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $\ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some $\mathcal{C}^*$-probability space and $Y$ is a tuple of independent matrices with i.i.d. centered entries with variance $1/N$. We investigate the eigenvalues of $P(Y,A)$ outside the spectrum of $P(c,a)$ where $c$ is a circular system which is free from $a$. We provide a sufficient condition to guarantee that these eigenvalues coincide asymptotically with those of $P(0,A)$.
Categories: math.PR
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