On finite rank deformations of Wigner matrices (Q1943320): Difference between revisions

Random matrix models of the form \(\frac{1}{\sqrt{N}} W_N + A_N\), where \(W_N\) is a Wigner matrix and \(A_N\) a deterministic Hermitian matrix of fixed rank \(r\), have been the object of a substantial body of research in recent years. In the paper under review, it is assumed that the off-diagonal entries of \(W_N\) satisfy a uniform bound on their fifth absolute moments, and that the diagonal entries satisfy a uniform bound on their third absolute moments. Under these assumptions, a series of limit theorems on the outliers in the spectrum of the sum are obtained, among them results that were previously proven under Poincaré-type conditions by \textit{M. Capitaine, C. Donati-Martin} and \textit{D. Féral} in [Ann. Probab. 37, No. 1, 1--47 (2009; Zbl 1163.15026)].