The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
Publication:531808
DOI10.1016/j.aim.2011.02.007zbMath1226.15023arXiv0910.2120MaRDI QIDQ531808
Florent Benaych-Georges, Raj Rao Nadakuditi
Publication date: 20 April 2011
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.2120
eigenvalue distribution; random matrices; phase transition; random perturbation; symmetric matrix; Haar measure; free probability; random eigenvalues; principal components analysis; random eigenvectors; sample covariance matrices; informational limit
62H25: Factor analysis and principal components; correspondence analysis
60B20: Random matrices (probabilistic aspects)
46L54: Free probability and free operator algebras
15A18: Eigenvalues, singular values, and eigenvectors
82B26: Phase transitions (general) in equilibrium statistical mechanics
15B52: Random matrices (algebraic aspects)
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