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
where is an deterministic Hermitian matrix whose eigenvalue distribution converges as and and 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
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
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