Eigenvalue Gaps of Random Perturbations of Large Matrices

Abstract

The current work applies some recent combinatorial tools due to Jain to control the eigenvalue gaps of a matrix $M_n = M + N_n$ where $M$ is deterministic, symmetric with large operator norm and $N_n$ is a random symmetric matrix with subgaussian entries. One consequence of our tail bounds is that $M_n$ has simple spectrum with probability at least $1 - \exp(-n^{2/15})$ which improves on a result of Nguyen, Tao and Vu in terms of both the probability and the size of the matrix $M$.