The largest eigenvalue of rank one deformation of large Wigner matrices

DOI10.1007/S00220-007-0209-3zbMath1136.82016arXivmath/0605624OpenAlexW1983383403MaRDI QIDQ2472469

Sandrine Péché, Delphine Féral

Publication date: 22 February 2008

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605624

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cites Work

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• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• A limit theorem for the norm of random matrices
• The eigenvalues of random symmetric matrices
• A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
• Fredholm determinants, differential equations and matrix models
• Universality at the edge of the spectrum in Wigner random matrices.
• Eigenvalues of large sample covariance matrices of spiked population models
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements

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