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.
Authors
- Andrew I. Campbell (ORCID: https://orcid.org/0000-0001-6213-0757)
- Giorgio Cipolloni (ORCID: https://orcid.org/0000-0002-4901-7992)
- László Erdős (ORCID: https://orcid.org/0000-0001-5366-9603)
- Hong Chang Ji
Institutions
- University of Wisconsin System (US)
- University of Arizona (US)
- Institute of Science and Technology Austria (AT)
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