Empirical spectral distribution of a matrix under perturbation
From MaRDI portal
Publication:2312772
DOI10.1007/S10959-017-0790-0zbMath1433.15037arXiv1701.02597OpenAlexW2760990046MaRDI QIDQ2312772
Alkéos Michaïl, Nathanaël Enriquez, Florent Benaych-Georges
Publication date: 18 July 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.02597
Random matrices (probabilistic aspects) (60B20) Hermitian, skew-Hermitian, and related matrices (15B57) Perturbation theory of linear operators (47A55) Random matrices (algebraic aspects) (15B52)
Related Items (3)
Spectral measures of spiked random matrices ⋮ Freeness of type B and conditional freeness for random matrices ⋮ Eigenvectors of a matrix under random perturbation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Eigenvectors of some large sample covariance matrix ensembles
- A CLT for a band matrix model
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Central limit theorems for linear statistics of heavy tailed random matrices
- Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: Diluted regime
- Eigenvector dynamics under free addition
- Rotational Invariant Estimator for General Noisy Matrices
- SLE and the free field: Partition functions and couplings
- A Brownian motion model for the parameter dependence of matrix elements
- On the free convolution with a semi-circular distribution
- Wigner’s semicircle law for band random matrices
- Generalized Wigner law for band random matrices
- Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs
- Free diffusions, free entropy and free Fisher information
This page was built for publication: Empirical spectral distribution of a matrix under perturbation
