Outliers in the single ring theorem

DOI10.1007/s00440-015-0632-xzbMath1342.15027arXiv1308.3064OpenAlexW1747896202MaRDI QIDQ292127

F. Blanchet-Sadri, M. Dambrine

Publication date: 10 June 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.3064

zbMATH Keywords

random matricesextreme eigenvalue statisticsGaussian fluctuationsGinibre matricessingle ring theoremspiked models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items

Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices, Outliers in the spectrum for products of independent random matrices, Outliers in spectrum of sparse Wigner matrices, Complex outliers of Hermitian random matrices, Spiked multiplicative random matrices and principal components, Outlier Eigenvalues for Deformed I.I.D. Random Matrices, Random perturbations of matrix polynomials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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
• Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
• Around the circular law
• The singular values and vectors of low rank perturbations of large rectangular random matrices
• The outliers of a deformed Wigner matrix
• Exponential bounds for the support convergence in the single ring theorem
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• The single ring theorem
• Limiting spectral distribution of sum of unitary and orthogonal matrices
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• Integration with respect to the Haar measure on unitary, orthogonal and symplectic group
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• Spectral analysis of large dimensional random matrices
• Maxima of entries of Haar distributed matrices
• Large deviations of the extreme eigenvalues of random deformations of matrices
• Support convergence in the single ring theorem
• Low rank perturbations of large elliptic random matrices
• Central limit theorems for eigenvalues of deformations of Wigner matrices
• The largest eigenvalue of rank one deformation of large Wigner matrices
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Outlier Eigenvalues for Deformed I.I.D. Random Matrices
• The Isotropic Semicircle Law and Deformation of Wigner Matrices
• Matrix Analysis
• Foundations of Modern Probability
• Invertibility of random matrices: Unitary and orthogonal perturbations