Spectrum of deformed random matrices and free probability
From MaRDI portal
Publication:4576375
Abstract: The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description, localization and fluctuations of extremal eigenvalues, eigenvectors behaviour.
Recommendations
- Deformed ensembles of random matrices
- Advanced topics in random matrices
- Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
- Free probability and random matrices
- Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
Cited in
(18)- Free random variables and molecular spectra
- Free probability of type B and asymptotics of finite-rank perturbations of random matrices
- Advanced topics in random matrices
- 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
- Deformed ensembles of random matrices
- Deformed Fourier models with formal parameters
- Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
- Spiked multiplicative random matrices and principal components
- Random matrix models for datasets with fixed time horizons
- Emergence of near-TAP free energy functional in the SK model at high temperature
- Universality and sharp matrix concentration inequalities
- Large deviations for spectral measures of some spiked matrices
- Large deviations for the largest eigenvalue of the sum of two random matrices
- Eigenvector distribution in the critical regime of BBP transition
- Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
- Singular vector and singular subspace distribution for the matrix denoising model
- On the computation of spectra in free probability
This page was built for publication: Spectrum of deformed random matrices and free probability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4576375)
