Finite rank perturbation of non-Hermitian random matrices: heavy tail
and sparse regimes
Finite rank perturbation of non-Hermitian random matrices: heavy tail
and sparse regimes
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 outlier eigenvalues of the perturbed matrix are close to the outlier eigenvalues of the error, as long as …