[{"publisher":"Institute of Mathematical Statistics","quality_controlled":"1","oa":1,"acknowledgement":"G. Dubach gratefully acknowledges funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 754411. L. Erdős is supported by ERC Advanced Grant “RMTBeyond” No. 101020331.","doi":"10.1214/23-ECP516","date_published":"2023-02-08T00:00:00Z","date_created":"2023-02-26T23:01:01Z","page":"1-13","day":"08","publication":"Electronic Communications in Probability","isi":1,"has_accepted_license":"1","year":"2023","project":[{"call_identifier":"H2020","_id":"260C2330-B435-11E9-9278-68D0E5697425","name":"ISTplus - Postdoctoral Fellowships","grant_number":"754411"},{"_id":"62796744-2b32-11ec-9570-940b20777f1d","call_identifier":"H2020","name":"Random matrices beyond Wigner-Dyson-Mehta","grant_number":"101020331"}],"title":"Dynamics of a rank-one perturbation of a Hermitian matrix","author":[{"orcid":"0000-0001-6892-8137","full_name":"Dubach, Guillaume","last_name":"Dubach","id":"D5C6A458-10C4-11EA-ABF4-A4B43DDC885E","first_name":"Guillaume"},{"id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","first_name":"László","orcid":"0000-0001-5366-9603","full_name":"Erdös, László","last_name":"Erdös"}],"external_id":{"arxiv":["2108.13694"],"isi":["000950650200005"]},"article_processing_charge":"No","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","citation":{"mla":"Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability, vol. 28, Institute of Mathematical Statistics, 2023, pp. 1–13, doi:10.1214/23-ECP516.","ieee":"G. Dubach and L. Erdös, “Dynamics of a rank-one perturbation of a Hermitian matrix,” Electronic Communications in Probability, vol. 28. Institute of Mathematical Statistics, pp. 1–13, 2023.","short":"G. Dubach, L. Erdös, Electronic Communications in Probability 28 (2023) 1–13.","ama":"Dubach G, Erdös L. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 2023;28:1-13. doi:10.1214/23-ECP516","apa":"Dubach, G., & Erdös, L. (2023). Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/23-ECP516","chicago":"Dubach, Guillaume, and László Erdös. “Dynamics of a Rank-One Perturbation of a Hermitian Matrix.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/23-ECP516.","ista":"Dubach G, Erdös L. 2023. Dynamics of a rank-one perturbation of a Hermitian matrix. Electronic Communications in Probability. 28, 1–13."},"month":"02","intvolume":" 28","scopus_import":"1","oa_version":"Published Version","abstract":[{"text":"We study the eigenvalue trajectories of a time dependent matrix Gt=H+itvv∗ for t≥0, where H is an N×N Hermitian random matrix and v is a unit vector. In particular, we establish that with high probability, an outlier can be distinguished at all times t>1+N−1/3+ϵ, for any ϵ>0. The study of this natural process combines elements of Hermitian and non-Hermitian analysis, and illustrates some aspects of the intrinsic instability of (even weakly) non-Hermitian matrices.","lang":"eng"}],"volume":28,"ec_funded":1,"file":[{"relation":"main_file","access_level":"open_access","content_type":"application/pdf","success":1,"file_id":"12692","checksum":"a1c6f0a3e33688fd71309c86a9aad86e","creator":"dernst","file_size":479105,"date_updated":"2023-02-27T09:43:27Z","file_name":"2023_ElectCommProbability_Dubach.pdf","date_created":"2023-02-27T09:43:27Z"}],"language":[{"iso":"eng"}],"publication_identifier":{"eissn":["1083-589X"]},"publication_status":"published","status":"public","article_type":"original","type":"journal_article","tmp":{"legal_code_url":"https://creativecommons.org/licenses/by/4.0/legalcode","image":"/images/cc_by.png","name":"Creative Commons Attribution 4.0 International Public License (CC-BY 4.0)","short":"CC BY (4.0)"},"_id":"12683","file_date_updated":"2023-02-27T09:43:27Z","department":[{"_id":"LaEr"}],"ddc":["510"],"date_updated":"2023-10-17T12:48:10Z"}]