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arXiv:2108.13694 (math)
[Submitted on 31 Aug 2021 (v1) , last revised 1 Feb 2023 (this version, v2)]

Title: Dynamics of a rank-one perturbation of a Hermitian matrix

Title: 一个厄米矩阵的一阶扰动的动力学

Authors:Guillaume Dubach, László Erdős
Abstract: We study the eigenvalue trajectories of a time dependent matrix $ G_t = H+i t vv^*$ for $t \geq 0$, where $H$ is an $N \times N$ 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 $t>1+N^{-1/3+\epsilon}$, for any $\epsilon>0$. 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.
Abstract: 我们研究时间依赖矩阵$ G_t = H+i t vv^*$的特征值轨迹,对于$t \geq 0$,其中$H$是一个$N \times N$厄米随机矩阵,$v$是一个单位向量。 特别是,我们证明在高概率下,可以在所有时间$t>1+N^{-1/3+\epsilon}$识别出一个异常值,对于任何$\epsilon>0$。 对这一自然过程的研究结合了厄米和非厄米分析的元素,并展示了(即使是很弱的)非厄米矩阵内在不稳定性的一些方面。
Comments: 14 pages, 2 figures
Subjects: Probability (math.PR) ; Mathematical Physics (math-ph)
MSC classes: 60B20, 15B52, 47B93
Cite as: arXiv:2108.13694 [math.PR]
  (or arXiv:2108.13694v2 [math.PR] for this version)
  https://doi.org/10.48550/arXiv.2108.13694
arXiv-issued DOI via DataCite
Journal reference: Electron. Commun. Probab. 28: 1-13 (2023)
Related DOI: https://doi.org/10.1214/23-ECP516
DOI(s) linking to related resources

Submission history

From: Guillaume Dubach [view email]
[v1] Tue, 31 Aug 2021 09:06:31 UTC (51 KB)
[v2] Wed, 1 Feb 2023 11:34:14 UTC (52 KB)
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