Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices

Authors

Cook, NA; Guionnet, A; Husson, J

Abstract

For a fixed quadratic polynomial p in n non-commuting variables, and n independent N × N complex Ginibre matrices XN1, ⋯, XNn, we establish the convergence of the empirical measure of the eigenvalues of PN = p(XN1, ⋯, XNn) to the Brown measure of p evaluated at n freely independent circular elements c1, ⋯, cn in a non-commutative probability space. As in previous works on non-normal random matrices, a key step is to obtain quantitative control on the pseudospectrum of PN. Via a linearization trick of Haagerup-Thorbjørnsen for lifting non-commutative polynomials to tensors, we obtain this as a consequence of a lower tail estimate for the smallest singular value of patterned block matrices with strongly dependent entries. This reduces to establishing anticoncentration for determinants of random walks in a matrix space of bounded dimension, for which we encounter novel structural obstacles of an algebro-geometric nature.

Citation

Cook, N. A., A. Guionnet, and J. Husson. “Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics 58, no. 4 (November 1, 2022): 2284–2320. https://doi.org/10.1214/21-AIHP1225.
Ann. Inst. H. Poincaré Probab. Statist

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