Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices

DOI10.1214/EJP.v16-934zbMath1245.15037arXiv1006.3684OpenAlexW2020673449MaRDI 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

zbMATH Keywords

Stieltjes transform random matrices Poincaré inequality extreme eigenvalues free probability asymptotic spectrum subordination property deformed Wigner matrices limiting spectral measure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

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