On finite rank deformations of Wigner matrices (Q1943320): Difference between revisions
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Revision as of 23:41, 13 March 2024
scientific article
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English | On finite rank deformations of Wigner matrices |
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On finite rank deformations of Wigner matrices (English)
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19 March 2013
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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)].
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random matrices
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finite rank deformations
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outliers in the spectrum
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