Outliers in the single ring theorem

DOI10.1007/S00440-015-0632-XzbMath1342.15027arXiv1308.3064OpenAlexW1747896202MaRDI QIDQ292127

F. Blanchet-Sadri, M. Dambrine

Publication date: 10 June 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.3064

zbMATH Keywords

random matricesextreme eigenvalue statisticsGaussian fluctuationsGinibre matricessingle ring theoremspiked models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices ⋮ Outliers in the spectrum for products of independent random matrices ⋮ Outliers in spectrum of sparse Wigner matrices ⋮ Complex outliers of Hermitian random matrices ⋮ Spiked multiplicative random matrices and principal components ⋮ Phase transition of eigenvalues in deformed Ginibre ensembles. II: GinSE ⋮ Outlier Eigenvalues for Deformed I.I.D. Random Matrices ⋮ Random perturbations of matrix polynomials

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