The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

DOI10.1214/08-AOP394zbMath1163.15026arXiv0706.0136MaRDI QIDQ1011149

Delphine Féral, Mireille Capitaine, Catherine Donati-Martin

Publication date: 8 April 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.0136

zbMATH Keywords

Stieltjes transformfluctuationslargest eigenvaluesasymptotic spectrumdeformed Wigner matricesnonuniversality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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