{"title":"非厄米随机矩阵的有限秩摄动:重尾和稀疏状态","authors":"Yi Han","doi":"10.1007/s10955-025-03517-7","DOIUrl":null,"url":null,"abstract":"<div><p>In this work we investigate spectral properties of squared random matrices with independent entries that have only two finite moments. We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. We prove that under a merely second moment condition, for a large class of perturbation matrix with bounded rank and bounded operator norm, the outlier eigenvalues of perturbed matrix still converge to that of the perturbation, which was previously known when matrix entries have finite fourth moment. We then show that the same perturbation holds for very sparse random matrices with i.i.d. entries, all the way up to a constant number of nonzero entries per row and column.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 10","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2025-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Finite Rank Perturbation of Non-Hermitian Random Matrices: Heavy Tail and Sparse Regimes\",\"authors\":\"Yi Han\",\"doi\":\"10.1007/s10955-025-03517-7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this work we investigate spectral properties of squared random matrices with independent entries that have only two finite moments. We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. We prove that under a merely second moment condition, for a large class of perturbation matrix with bounded rank and bounded operator norm, the outlier eigenvalues of perturbed matrix still converge to that of the perturbation, which was previously known when matrix entries have finite fourth moment. We then show that the same perturbation holds for very sparse random matrices with i.i.d. entries, all the way up to a constant number of nonzero entries per row and column.</p></div>\",\"PeriodicalId\":667,\"journal\":{\"name\":\"Journal of Statistical Physics\",\"volume\":\"192 10\",\"pages\":\"\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2025-09-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Physics\",\"FirstCategoryId\":\"101\",\"ListUrlMain\":\"https://link.springer.com/article/10.1007/s10955-025-03517-7\",\"RegionNum\":3,\"RegionCategory\":\"物理与天体物理\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Physics","FirstCategoryId":"101","ListUrlMain":"https://link.springer.com/article/10.1007/s10955-025-03517-7","RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
Finite Rank Perturbation of Non-Hermitian Random Matrices: Heavy Tail and Sparse Regimes
In this work we investigate spectral properties of squared random matrices with independent entries that have only two finite moments. We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. We prove that under a merely second moment condition, for a large class of perturbation matrix with bounded rank and bounded operator norm, the outlier eigenvalues of perturbed matrix still converge to that of the perturbation, which was previously known when matrix entries have finite fourth moment. We then show that the same perturbation holds for very sparse random matrices with i.i.d. entries, all the way up to a constant number of nonzero entries per row and column.
期刊介绍:
The Journal of Statistical Physics publishes original and invited review papers in all areas of statistical physics as well as in related fields concerned with collective phenomena in physical systems.