Eigenvalue gaps of random perturbations of large matrices
This work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix [Formula: see text] where [Formula: see text] is deterministic, symmetric with large operator norm and [Formula: see text] is a random symmetric matrix with sub-Gaussian entries. One consequence of our tail bounds is that [Formula: see text] has simple spectrum with probability at least [Formula: see text] which improves on a result of Nguyen, Tao and Vu in terms of both the probability and the size of the matrix [Formula: see text].
Authors
- Alan S.L. Yu (ORCID: https://orcid.org/0000-0002-1776-2533)
- Kyle Luh (ORCID: https://orcid.org/0000-0002-1822-3443)
- Ryan M. Vogel (ORCID: https://orcid.org/0000-0002-2502-9366)
Institutions
- University of Colorado Boulder (US)
Publication Details
- Journal
- Random Matrices Theory and Application
- Published
- 2025-06-13
- DOI
- https://doi.org/10.1142/s2010326325500170
- Primary Topic
- Random Matrices and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00