Matrix regularizing effects of Gaussian perturbations
2017 ◽
Vol 19
(03)
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pp. 1750028
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Keyword(s):
The Mean
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The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for [Formula: see text], where [Formula: see text] is the base matrix and [Formula: see text] is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of eigenvalues of [Formula: see text] in an interval, and present tail bounds for the distribution of the Frobenius and operator norms of [Formula: see text] and for the distribution of the norm of [Formula: see text] applied to a fixed vector. The bounds are uniform in [Formula: see text] and exceed the actual suprema by no more than multiplicative constants. The probability of multiple eigenvalues in an interval is also estimated.
1998 ◽
Vol 31
(29)
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pp. 6087-6101
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1993 ◽
Vol 62
(7)
◽
pp. 2248-2259
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Keyword(s):
1992 ◽
Vol 61
(6)
◽
pp. 2158-2158
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2003 ◽
Vol 311
(4-5)
◽
pp. 331-339
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Keyword(s):