On the spectral edge of non-Hermitian random matrices

For general non-Hermitian large random matrices X and deterministic deformation matrices A, we prove that the local eigenvalue statistics of A+X close to the typical edge points of its spectrum are universal. Furthermore, we show that, under natural assumptions, on A the spectrum of A+X does not have outliers at a distance larger than the natural fluctuation scale of the eigenvalues. As a consequence, the number of eigenvalues in each component of Spec(A+X) is deterministic.

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Publication Details

Journal
The Annals of Probability
Published
2025-11-01
DOI
https://doi.org/10.1214/25-aop1761
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
0.00
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article

On the spectral edge of non-Hermitian random matrices

Andrew I. Campbell, Giorgio Cipolloni, László Erdős, Hong Chang Ji
The Annals of Probability
Random Matrices and Applications
article

On the spectral edge of non-Hermitian random matrices

Andrew I. Campbell, Giorgio Cipolloni, László Erdős, Hong Chang Ji
article en

Abstract

For general non-Hermitian large random matrices X and deterministic deformation matrices A, we prove that the local eigenvalue statistics of A+X close to the typical edge points of its spectrum are universal. Furthermore, we show that, under natural assumptions, on A the spectrum of A+X does not have outliers at a distance larger than the natural fluctuation scale of the eigenvalues. As a consequence, the number of eigenvalues in each component of Spec(A+X) is deterministic.

The Annals of ProbabilityVol. 53(6)
University of Wisconsin System (US), University of Arizona (US), Institute of Science and Technology Austria (AT)
Openalex Percentile: Top 67%
Random Matrices and Applications
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