The eigenvalues and eigenvectors of finite-rank normal perturbations of large rotationally invariant non-Hermitian matrices
Abstract
We study finite-rank normal deformations of rotationally invariant non-Hermitian random matrices. Extending the classical Baik-Ben Arous-Péché (BBP) framework, we characterize the emergence and fluctuations of outlier eigenvalues in models of the form $\mathbf{A} + \mathbf{T}$, where $\mathbf{A}$ is a large rotationally invariant non-Hermitian random matrix and $\mathbf{T}$ is a finite-rank normal perturbation. We also describe the corresponding eigenvector behavior. Our results provide a unified framework encompassing both Hermitian and non-Hermitian settings, thereby generalizing several known cases.
Fields of Study & Subjects
Random Matrices and Applications
Spectral Theory in Mathematical Physics
Matrix Theory and Algorithms
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 15 January 2026
- Document type
- Preprint