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arxiv: 1110.2471 · v1 · pith:2MYYRMS5new · submitted 2011-10-11 · 🧮 math.PR

Convergence of the spectral measure of non normal matrices

classification 🧮 math.PR
keywords matricesmeasureregularizationadditionbrownconditionsconvergeconvergence
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We discuss regularization by noise of the spectrum of large random non-Normal matrices. Under suitable conditions, we show that the regularization of a sequence of matrices that converges in *-moments to a regular element $a$, by the addition of a polynomially vanishing Gaussian Ginibre matrix, forces the empirical measure of eigenvalues to converge to the Brown measure of $a$.

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