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2022 The Brown measure of the sum of a self-adjoint element and an elliptic element
Ching-Wei Ho
Author Affiliations +
Electron. J. Probab. 27: 1-32 (2022). DOI: 10.1214/22-EJP840

Abstract

We completely determine the Brown measure of the sum of a self-adjoint element and an elliptic element, which is the limiting eigenvalue distribution of the random matrix

YN+st2XN+it2XN

where YN is an N×N deterministic Hermitian matrix whose eigenvalue distribution converges as N and XN and XN are independent Gaussian unitary ensembles. We also study various asymptotic behaviors of this Brown measure as the variance of the elliptic element approaches infinity.

Citation

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Ching-Wei Ho. "The Brown measure of the sum of a self-adjoint element and an elliptic element." Electron. J. Probab. 27 1 - 32, 2022. https://doi.org/10.1214/22-EJP840

Information

Received: 15 July 2020; Accepted: 18 August 2022; Published: 2022
First available in Project Euclid: 26 September 2022

MathSciNet: MR4489192
zbMATH: 1506.46052
Digital Object Identifier: 10.1214/22-EJP840

Subjects:
Primary: 46L54 , 60B20

Keywords: Brown measure , elliptic element , Non-Hermitian random matrix

Vol.27 • 2022
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