Mesoscopic perturbations of large random matrices
From MaRDI portal
Abstract: We consider the eigenvalues and eigenvectors of small rank perturbations of random matrices. We allow the rank of perturbation increases with , and the only assumption is . In both additive and multiplicative perturbation models, we prove rigidity results for the outliers of the perturbed random matrices. Based on the rigidity results we derive the empirical distribution of outliers of the perturbed random matrices. We also compute the appropriate projection of eigenvectors corresponding to the outliers of the perturbed random matrices, which are approximate eigenvectors of the perturbing matrix. Our results can be regarded as the extension of the finite rank perturbation case to the full generality up to .
Recommendations
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The singular values and vectors of low rank perturbations of large rectangular random matrices
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- Fluctuations and large deviations of some perturbed random matrices
- Spectral measures of spiked random matrices
Cites work
- A note on the largest eigenvalue of a large dimensional sample covariance matrix
- An introduction to random matrices
- Anisotropic local laws for random matrices
- Bulk universality for deformed Wigner matrices
- Central limit theorems for eigenvalues in a spiked population model
- Central limit theorems for eigenvalues of deformations of Wigner matrices
- Eigenvalues of large sample covariance matrices of spiked population models
- 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
- scientific article; zbMATH DE number 1604249 (Why is no real title available?)
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- scientific article; zbMATH DE number 3288876 (Why is no real title available?)
- Isotropic local laws for sample covariance and generalized Wigner matrices
- Large \(n\) limit of Gaussian random matrices with external source. I
- Large n limit of Gaussian random matrices with external source. II
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Large deviations of the extreme eigenvalues of random deformations of matrices
- Limit laws for random matrices and free products
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
- On finite rank deformations of Wigner matrices
- On finite rank deformations of Wigner matrices. II: Delocalized perturbations
- On sample eigenvalues in a generalized spiked population model
- On the distribution of the largest eigenvalue in principal components analysis
- Outliers in the spectrum of large deformed unitarily invariant models
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The isotropic semicircle law and deformation of Wigner matrices
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- The outliers of a deformed Wigner matrix
- Universality of local eigenvalue statistics in random matrices with external source
Cited in
(27)- Perturbations of Jordan matrices
- Some applications of Watson's perturbation approach to random matrices
- Propagation of singular behavior for Gaussian perturbations of random matrices
- A subspace estimator for fixed rank perturbations of large random matrices
- Singularity of random symmetric matrices -- simple proof
- Spectral measures of spiked random matrices
- Random perturbations of matrix polynomials
- Low rank perturbations of large elliptic random matrices
- Empirical spectral distribution of a matrix under perturbation
- Fluctuations and large deviations of some perturbed random matrices
- Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
- The singular values and vectors of low rank perturbations of large rectangular random matrices
- The distribution of sandpile groups of random regular graphs
- Numerical results on noisy blown-up matrices
- Large bidiagonal matrices and random perturbations
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The statistics of spectral shifts due to finite rank perturbations
- Superposition of random plane waves in high spatial dimensions: Random matrix approach to landscape complexity
- Rank 1 perturbations in random matrix theory — A review of exact results
- Long random matrices and tensor unfolding
- Deformed Fréchet law for Wigner and sample covariance matrices with tail in crossover regime
- Fluctuation of the largest eigenvalue of a kernel matrix with application in graphon-based random graphs
- Spherical integrals of sublinear rank
- Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise
- A multiscale cavity method for sublinear-rank symmetric matrix factorization
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices
This page was built for publication: Mesoscopic perturbations of large random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4568316)
