Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
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Publication:428548
DOI10.1214/EJP.v16-934zbMath1245.15037arXiv1006.3684MaRDI QIDQ428548
Delphine Féral, Maxime Février, Catherine Donati-Martin, Mireille Capitaine
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.3684
Stieltjes transform; random matrices; Poincaré inequality; extreme eigenvalues; free probability; asymptotic spectrum; subordination property; deformed Wigner matrices; limiting spectral measure
60B20: Random matrices (probabilistic aspects)
46L54: Free probability and free operator algebras
15B52: Random matrices (algebraic aspects)
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