Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
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Publication:376265
DOI10.1007/S10959-012-0416-5zbMATH Open1279.15026OpenAlexW2075549341MaRDI QIDQ376265FDOQ376265
Abstract: When some eigenvalues of a spiked multiplicative resp. additive deformation model of a Hermitian Wigner matrix resp. a sample covariance matrix separate from the bulk, we study how the corresponding eigenvectors project onto those of the perturbation. We point out that the inverse of the subordination function relative to the free additive resp. multiplicative convolution plays an important part in the asymptotic behavior.
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Cited in
(12)- 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
- Spectral measures of spiked random matrices
- Non-commutative probability insights into the double-scaling limit SYK model with constant perturbations: moments, cumulants and \(q\)-independence
- Local stability of the free additive convolution
- Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
- Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
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- Subordination for the sum of two random matrices
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