Central limit theorems for eigenvalues of deformations of Wigner matrices

DOI10.1214/10-AIHP410zbMath1237.60007arXiv0903.4740MaRDI QIDQ2428947

Catherine Donati-Martin, Mireille Capitaine, Delphine Féral

Publication date: 22 April 2012

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/0903.4740

zbMATH Keywords

random matrices; fluctuations; extremal eigenvalues; universality; deformed Wigner matrices; localized eigenvectors

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

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