Convergence of the spectral measure of non-normal matrices

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Convergence of the Spectral Measure of Non-normal Matrices

We discuss regularization by noise of the spectrum of large random non-normal matrices. Under suitable conditions, we show that the regularization of a sequence of matrices that converges in ∗-moments to a regular element a by the addition of a polynomially vanishing Gaussian Ginibre matrix forces the empirical measure of eigenvalues to converge to the Brown measure of a.

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ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 2013

ISSN: 0002-9939,1088-6826

DOI: 10.1090/s0002-9939-2013-11761-2