Finite-rank multiplicative perturbations of rotationally invariant non-Hermitian random matrices
arXiv:2609.07220
Abstract
We study finite-rank multiplicative deformations of rotationally invariant non-Hermitian random matrices. More precisely, we consider models of the form , where is a large rotationally invariant non-Hermitian random matrix, is a finite-rank normal perturbation, and denotes the identity matrix. We characterize the emergence of outlier eigenvalues, their fluctuations, and the associated eigenvector overlaps. Our results provide a multiplicative non-Hermitian counterpart to the classical Baik--Ben Arous--Péché framework.