The outliers of a deformed Wigner matrix

DOI10.1214/13-AOP855zbMath1306.15034arXiv1207.5619MaRDI QIDQ465469

Antti Knowles, Jun Yin

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

zbMATH Keywords

outliersStieltjes transformasymptoticseigenvectorrandom matricesdeformationuniversalityGaussian unitary ensembleWigner matrixsemicircle lawbulk spectrumeigenvalue densitiesGaussian orthogonal ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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