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math.PR2024
The circular law for random band matrices with arbitrary doubly stochastic variance profiles
Yi Han
We study the circular law for non-Hermitian random band matrices with independent entries and arbitrary doubly stochastic variance profiles. For matrices of size and bandwidth…
math.PR2024
Outliers and bounded rank perturbation for non-Hermitian random band matrices
Yi Han
In this work we consider general non-Hermitian square random matrices that include a wide class of random band matrices with independent entries. Whereas the existence of limit…
math.PR2024
Finite rank perturbation of non-Hermitian random matrices: heavy tail and sparse regimes
Yi Han
We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. It is known that when elements of the i.i.d. matrix have finite fourth moment, then the o…