Spectra of nearly Hermitian random matrices

DOI10.1214/16-AIHP754zbMath1381.60022arXiv1510.00039MaRDI QIDQ2403219

Philip Matchett Wood, Sean O'Rourke

Publication date: 15 September 2017

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/1510.00039

zbMATH Keywords

perturbationrandom matricesWigner matricesrandom eigenvaluesrandom eigenvectorssample covariance matricesoutlier eigenvalues

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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