Location of the spectrum of Kronecker random matrices

J. Alt, L. Erdös, T.H. Krüger, Y. Nemish, Annales de l’institut Henri Poincare 55 (2019) 661–696.


Journal Article | Published | English
Department
Abstract
For a general class of large non-Hermitian random block matrices X we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization of X as the self-consistent approximation of the pseudospectrum. We demonstrate that the analysis of the matrix Dyson equation from (Probab. Theory Related Fields (2018)) offers a unified treatment of many structured matrix ensembles.
Publishing Year
Date Published
2019-05-01
Journal Title
Annales de l'institut Henri Poincare
Volume
55
Issue
2
Page
661-696
ISSN
IST-REx-ID

Cite this

Alt J, Erdös L, Krüger TH, Nemish Y. Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. 2019;55(2):661-696. doi:10.1214/18-AIHP894
Alt, J., Erdös, L., Krüger, T. H., & Nemish, Y. (2019). Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare, 55(2), 661–696. https://doi.org/10.1214/18-AIHP894
Alt, Johannes, László Erdös, Torben H Krüger, and Yuriy Nemish. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare 55, no. 2 (2019): 661–96. https://doi.org/10.1214/18-AIHP894.
J. Alt, L. Erdös, T. H. Krüger, and Y. Nemish, “Location of the spectrum of Kronecker random matrices,” Annales de l’institut Henri Poincare, vol. 55, no. 2, pp. 661–696, 2019.
Alt J, Erdös L, Krüger TH, Nemish Y. 2019. Location of the spectrum of Kronecker random matrices. Annales de l’institut Henri Poincare. 55(2), 661–696.
Alt, Johannes, et al. “Location of the Spectrum of Kronecker Random Matrices.” Annales de l’institut Henri Poincare, vol. 55, no. 2, 2019, pp. 661–96, doi:10.1214/18-AIHP894.

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