Complex outliers of Hermitian random matrices

DOI10.1007/S10959-016-0686-4zbMath1382.15052arXiv1507.00455OpenAlexW2287645022MaRDI QIDQ1692249

Peng Zhang

Publication date: 26 January 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00455

zbMATH Keywords

finite rankHermitian random matrix

Mathematics Subject Classification ID

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

Related Items (6)

Rank one non-Hermitian perturbations of Hermitian \(\beta \)-ensembles of random matrices ⋮ Outliers in the spectrum for products of independent random matrices ⋮ Outliers in spectrum of sparse Wigner matrices ⋮ Dynamics of a rank-one perturbation of a Hermitian matrix ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ Random perturbations of matrix polynomials

Cites Work

• Unnamed Item
• Unnamed Item
• Outliers in the single ring theorem
• Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations
• Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
• Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
• The singular values and vectors of low rank perturbations of large rectangular random matrices
• The outliers of a deformed Wigner matrix
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Outliers in the spectrum of large deformed unitarily invariant models
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• Second order freeness and fluctuations of random matrices. II: Unitary random matrices
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• On the distribution of the largest eigenvalue in principal components analysis
• Bulk universality for generalized Wigner matrices
• Large deviations of the extreme eigenvalues of random deformations of matrices
• On finite rank deformations of Wigner matrices
• Low rank perturbations of large elliptic random matrices
• Central limit theorems for eigenvalues of deformations of Wigner matrices
• The largest eigenvalue of rank one deformation of large Wigner matrices
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Outlier Eigenvalues for Deformed I.I.D. Random Matrices
• The Isotropic Semicircle Law and Deformation of Wigner Matrices
• Fluctuations for analytic test functions in the Single Ring Theorem
• An Introduction to Random Matrices
• Matrix Analysis
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements
• Statistics of resonance poles, phase shifts and time delays in quantum chaotic scattering: Random matrix approach for systems with broken time-reversal invariance
• Random matrices close to Hermitian or unitary: overview of methods and results

This page was built for publication: Complex outliers of Hermitian random matrices