Convergence and outliers for perturbations of Toeplitz matrices

Ofer Zeitouni
Weizmann Institute of Science

Consider upper triangular Toeplitz matrices, which are perturbed by tiny additive Gaussian noise. For banded Toeplitz matrices, the empirical measure of eigenvalues converges to the push forward of the uniform measure on the circle by the symbol; related results hold for twisted Toeplitz matrices. I will describe extensions of this result to matrices which are not upper-triangular, as well as a discussion of outliers. Joint work with Anirban Basak and Elliott Paquette.

Presentation (PDF File)

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