Spectrum of random perturbations of Toeplitz matrices with finite symbols

Abstract

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{{\rm HS}}\to_{N\to\infty} 0$ at a polynomial rate), we prove that the empirical measure of eigenvalues of $T_N+E_N$ converges to the law of ${\bf a}(U)$, where $U$ is uniformly distributed on the unit circle in the complex plane. This extends results from arXiv:1712.00042 to the non-triangular setup and non complex Gaussian noise, and confirms predictions obtained in Reichel and Trefethen (1992) using the notion of pseudo-spectrum.