Spectral stability under random perturbations

Spectral stability under random perturbations

Probability Seminar
Oct 7, 2020, 03:10 PM - 04:00 PM | Zoom link: https://berkeley.zoom.us/j/93030418340 Evans Hall | Happening As Scheduled
Jorge Garza Vargas, UC Berkeley

Consider an n\times n deterministic matrix A and a random matrix M with independent standard Gaussian entries. In this talk I will discuss recent results that state that, if \|A\|\leq1 , for any \delta>0, with high probability A+\delta M has eigenvector condition number of order poly(n/\delta) and eigenvalue gaps of order poly(\delta/n), which implies that the randomly perturbed matrix has stable...