Outliers of perturbations of banded Toeplitz matrices
Outliers of perturbations of banded Toeplitz matrices
Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notoriously highly sensitive to small perturbations. In this work, we analyze the spectrum of a banded Toeplitz matrix perturbed by a random matrix with iid …