Mesoscopic perturbations of large random matrices
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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 .
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Cited in
(26)- Random perturbations of matrix polynomials
- Propagation of singular behavior for Gaussian perturbations of random matrices
- Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise
- Spectral measures of spiked random matrices
- Rank 1 perturbations in random matrix theory — A review of exact results
- The distribution of sandpile groups of random regular graphs
- A multiscale cavity method for sublinear-rank symmetric matrix factorization
- Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
- The statistics of spectral shifts due to finite rank perturbations
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- Superposition of random plane waves in high spatial dimensions: Random matrix approach to landscape complexity
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- Numerical results on noisy blown-up matrices
- Long random matrices and tensor unfolding
- Singularity of random symmetric matrices -- simple proof
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- Low rank perturbations of large elliptic random matrices
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- The singular values and vectors of low rank perturbations of large rectangular random matrices
- Spherical integrals of sublinear rank
- Large bidiagonal matrices and random perturbations
- Perturbations of Jordan matrices
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