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 matricesfinite rank deformationsoutliers in the spectrum

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Related Items

Eigenvalues of stochastic blockmodel graphs and random graphs with low-rank edge probability matrices, Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes, Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction, Statistical inference for principal components of spiked covariance matrices, Fluctuations at the edges of the spectrum of the full rank deformed GUE, On the principal components of sample covariance matrices, Distribution of rare saddles in the p -spin energy landscape, Singular vector and singular subspace distribution for the matrix denoising model, Mesoscopic perturbations of large random matrices, Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law, Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations, Outliers in the spectrum for products of independent random matrices, Correction to: ``Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction, Outliers in spectrum of sparse Wigner matrices, Complex outliers of Hermitian random matrices, The outliers of a deformed Wigner matrix, Random matrix theory in statistics: a review, Fluctuations of matrix entries of regular functions of Wigner matrices, Limiting behavior of eigenvectors of large Wigner matrices, Ferromagnetic to paramagnetic transition in spherical spin glass, ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS, Asymptotics of k dimensional spherical integrals and applications, High dimensional deformed rectangular matrices with applications in matrix denoising, Optimality and sub-optimality of PCA. I: Spiked random matrix models, Eigenvectors of random matrices: A survey, Free probability of type B and asymptotics of finite-rank perturbations of random matrices, Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix, On the spectrum of random anti-symmetric and tournament matrices, Outlier Eigenvalues for Deformed I.I.D. Random Matrices, Eigenvector distribution in the critical regime of BBP transition, The Isotropic Semicircle Law and Deformation of Wigner Matrices, Subordination for the sum of two random matrices, Random perturbations of matrix polynomials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries
• Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations
• Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Rigidity of eigenvalues of generalized Wigner matrices
• Central limit theorems for eigenvalues in a spiked population model
• 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
• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• The eigenvalues of random symmetric matrices
• Large deviations of the extreme eigenvalues of random deformations of matrices
• Universality for certain Hermitian Wigner matrices under weak moment conditions
• Central limit theorems for eigenvalues of deformations of Wigner matrices
• Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
• The largest eigenvalue of rank one deformation of large Wigner 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 linear eigenvalue statistics of the Wigner and sample covariance random matrices
• An Introduction to Random Matrices
• Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
• Séminaire de Probabilités XXXVI
• The Functional Calculus
• Asymptotic properties of large random matrices with independent entries
• Probability