Dynamics of a rank-one perturbation of a Hermitian matrix
Dubach G, Erdös L. 2023. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 28, 1–13.
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Abstract
We study the eigenvalue trajectories of a time dependent matrix Gt=H+itvv∗ for t≥0, where H is an N×N Hermitian random matrix and v is a unit vector. In particular, we establish that with high probability, an outlier can be distinguished at all times t>1+N−1/3+ϵ, for any ϵ>0. The study of this natural process combines elements of Hermitian and non-Hermitian analysis, and illustrates some aspects of the intrinsic instability of (even weakly) non-Hermitian matrices.
Publishing Year
Date Published
2023-02-08
Journal Title
Electronic Communications in Probability
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Institute of Mathematical Statistics
Acknowledgement
G. Dubach gratefully acknowledges funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 754411. L. Erdős is supported by ERC Advanced Grant “RMTBeyond” No. 101020331.
Volume
28
Page
1-13
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IST-REx-ID
Cite this
Dubach G, Erdös L. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 2023;28:1-13. doi:10.1214/23-ECP516
Dubach, G., & Erdös, L. (2023). Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/23-ECP516
Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-ECP516.
G. Dubach and L. Erdös, “Dynamics of a rank-one perturbation of a Hermitian matrix,” Electronic Communications in Probability, vol. 28. Institute of Mathematical Statistics, pp. 1–13, 2023.
Dubach G, Erdös L. 2023. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 28, 1–13.
Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability, vol. 28, Institute of Mathematical Statistics, 2023, pp. 1–13, doi:10.1214/23-ECP516.
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