Spectrum of deformed random matrices and free probability
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Publication:4576375
zbMATH Open1417.60007arXiv1607.05560MaRDI QIDQ4576375FDOQ4576375
Authors: Mireille Capitaine, Catherine Donati-Martin 
Publication date: 12 July 2018
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.
Full work available at URL: https://arxiv.org/abs/1607.05560
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Cited In (13)
- Free random variables and molecular spectra
- 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
- 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
- On the computation of spectra in free probability
- Singular vector and singular subspace distribution for the matrix denoising model
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