Spectral analysis of 2D outlier layout

Abstract

Thompson's partition of a cyclic subnormal operator into normal and completely non-normal components is combined with a non-commutative calculus for hyponormal operators for separating outliers from the cloud, in rather general point distributions in the plane. The main result provides exact transformation formulas from the power moments of the prescribed point distribution into the moments of the uniform mass carried by the cloud. The proposed algorithm solely depends on the Hessenberg matrix associated to the original data. The robustness of the algorithm is reflected by the insensitivity of the output under trace class, or by a theorem of Voiculescu, under certain Hilbert-Schmidt class, additive perturbations of the Hessenberg matrix.