The outliers of a deformed Wigner matrix
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Publication:465469
DOI10.1214/13-AOP855zbMath1306.15034arXiv1207.5619MaRDI QIDQ465469
Publication date: 31 October 2014
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5619
outliers; Stieltjes transform; asymptotics; eigenvector; random matrices; deformation; universality; Gaussian unitary ensemble; Wigner matrix; semicircle law; bulk spectrum; eigenvalue densities; Gaussian orthogonal ensemble