Sovereignty is defined as "supreme power or authority." God is sovereign over all, because He is God. Therefore, by default, He is sovereign over death. He knows the number of our days (Psalm 39:4). The term sovereignty holds different meanings for different people, so it is helpful to define what sovereignty is and how it looks in practice.
God is omnipotent (all powerful) and omniscient (all knowing) (Colossians 1:16–17; Psalm 90:2; 1 Chronicles 29:11–12). He is the creator of the universe and the one who upholds it still (Hebrews 1:3). These factors correlate with His sovereignty. Sovereignty relates to having ultimate power and authority, but this does not mean that God, the sovereign one, will act on that power and authority to enact custom outcomes in every situation.
Sovereignty does not mean that God determines every specific outcome in our lives or the world at large. He has given us free will, and He has created the world in which we as humans exercise our choices. Some people make choices that lead to good outcomes, and others make choices that lead to bad outcomes. God knows both outcomes in advance. A large portion of how we see God's sovereignty involves the creation of structures and systems by which life and the elements within it are ordered and move ahead. In this way, God may indirectly "allow" circumstances to occur that He has not directly "caused."
God sets things in place, and He can choose to determine specific outcomes if He so desires, but many times it seems that He lets things play out as they may. There is no formula by which we can predict God's actions in a particular situation, but we can rest in the fact that He is sovereign over all, even death. If we have put our faith in Jesus Christ, there is no reason to fear. We can rest in God's love for us, knowing that He is faithful to use and redeem hard things (Romans 8:28–30; James 1:2–5), to walk with us (John 14:16–21, 26–27; 16:33; Ephesians 1:11–14), and ultimately to make all things new (Revelation 21:5).
The Christian worship leader and songwriter Aaron Keyes has a song called "Sovereign Over Us" that is a good reminder that we can put our ultimate trust in God, no matter the circumstance:
There is strength within the sorrow, There is beauty in our tears
You meet us in our mourning, With a love that casts out fear
You are working in our waiting, You're sanctifying us
When beyond our understanding, You're teaching us to trust
Your plans are still to prosper, You have not forgotten us
You're with us in the fire and the flood
You're faithful forever, Perfect in love
You are sovereign over us
You are wisdom unimagined, Who could understand your ways
Reigning high above the heavens, Reaching down in endless grace
You're the Lifter of the lowly, Compassionate and kind
You surround and You uphold me, And your promises are my delight
Your plans are still to prosper, You have not forgotten us
You're with us in the fire and the flood
You're faithful forever, Perfect in love
You are sovereign over us
Even what the enemy means for evil
You turn it for our good, You turn it for our good and for your glory
Even in the valley You are faithful
You're working for our good, You're working for our good and for your glory
Your plans are still to prosper, You have not forgotten us
You're with us in the fire and the flood
You're faithful forever, Perfect in love
You are sovereign over us
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