On finite rank deformations of Wigner matrices

DOI10.1214/11-AIHP459zbMath1278.60014arXiv1103.3731MaRDI QIDQ1943320

Alessandro Pizzo, David Renfrew, Alexander B. Soshnikov

Publication date: 19 March 2013

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/1103.3731

zbMATH Keywords

random matrices; finite rank deformations; outliers in the spectrum

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

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