Interior eigenvalue density of large bi-diagonal matrices subject to random perturbations (Microlocal Analysis and Singular Perturbation Theory)
Johannes Sjöstrand, Martin Vogel · Institutional Repositories DataBase (IRDB) · 2017
We study the spectrum of large a bi-diagonal Toeplitz matrix subject to a Gaussian random perturbation with a small coupling constant. We obtain a precise asymptotic description of the average density of eigenvalues in the interior of the convex hull of the range of the symbol.