Location of the spectrum of Kronecker random matrices

Alt, Johannes; Erdös, László; Krüger, Torben H; Nemish, Yuriy

Location of the spectrum of Kronecker random matrices

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.

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https://arxiv.org/abs/1706.08343 [Preprint]

DOI

10.1214/18-AIHP894

Journal Article | Published | English

Scopus indexed

Author

Alt, Johannes^ISTA; Erdös, László^ISTA ; Krüger, Torben H^ISTA ; Nemish, Yuriy^ISTA

Department

Erdoes Group

Grant

Random matrices, universality and disordered quantum systems

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

2019

Date Published

2019-05-01

Journal Title

Annales de l'institut Henri Poincare

Volume

Issue

Page

661-696

ISSN

0246-0203

IST-REx-ID

6240

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. Institut Henri Poincaré. 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. Institut Henri Poincaré, 2019. 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. Institut Henri Poincaré, 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, Institut Henri Poincaré, 2019, pp. 661–96, doi:10.1214/18-AIHP894.

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