Toeplitz band matrices with small random perturbations

Abstract

We study the spectra of $N\times N$ Toeplitz band matrices perturbed by small complex Gaussian random matrices, in the regime $N\gg 1$. We prove a probabilistic Weyl law, which provides an precise asymptotic formula for the number of eigenvalues in certain domains, which may depend on $N$, with probability sub-exponentially (in $N$) close to $1$. We show that most eigenvalues of the perturbed Toeplitz matrix are at a distance of at most $\mathcal{O}(N^{-1+\epsilon })$, for all $\epsilon >0$, to the curve in the complex plane given by the symbol of the unperturbed Toeplitz matrix.

40 pages, 4 figures