Central limit theorems for eigenvalues of deformations of Wigner matrices
From MaRDI portal
Publication:2428947
DOI10.1214/10-AIHP410zbMath1237.60007arXiv0903.4740MaRDI QIDQ2428947
Mireille Capitaine, Delphine Féral, Catherine Donati-Martin
Publication date: 22 April 2012
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0903.4740
random matrices; fluctuations; extremal eigenvalues; universality; deformed Wigner matrices; localized eigenvectors
60F05: Central limit and other weak theorems
60B20: Random matrices (probabilistic aspects)
15A18: Eigenvalues, singular values, and eigenvectors
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