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arxiv: 1206.5180 · v2 · pith:OGNSUDQBnew · submitted 2012-06-22 · 🧮 math.PR

Invertibility of random matrices: unitary and orthogonal perturbations

classification 🧮 math.PR
keywords orthogonalrandommatricesmatrixperturbationsunitaryapplicationclose
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We show that a perturbation of any fixed square matrix D by a random unitary matrix is well invertible with high probability. A similar result holds for perturbations by random orthogonal matrices; the only notable exception is when D is close to orthogonal. As an application, these results completely eliminate a hard-to-check condition from the Single Ring Theorem by Guionnet, Krishnapur and Zeitouni.

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