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Random Perturbation of Toeplitz Matrices

Centre de recherches mathématiques - CRM via YouTube

Overview

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This seminar talk explores the spectrum of banded Toeplitz matrices when perturbed by random matrices in high dimensions. Learn how outlier eigenvalues are influenced by low-dimensional random analytic matrix fields and deterministic matrices that capture resonance structures. Discover new variations of the strong Szegő limit theorem as Charles Bordenave from the Institut de Mathématiques de Marseille presents findings from joint research with Mireille Capitaine and François Chapon. The presentation examines the sensitivity of Toeplitz matrices' spectra to small perturbations and provides insights into their asymptotic spectral analysis, contributing to the field of spectral geometry.

Syllabus

Charles Bordenave: Random perturbation of Toeplitz matrices

Taught by

Centre de recherches mathématiques - CRM

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