Deterministic equivalence for noisy perturbations

preprint2020arXivOpen access

Abstract

We prove a quantitative deterministic equivalence theorem for the logarithmic potentials of deterministic complex N×NN\times N matrices subject to small random perturbations. We show that with probability close to 11 this log-potential is, up to a small error, determined by the singular values of the unperturbed matrix which are larger than some small NN-dependent cut-off parameter.

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