Non universality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix

DOI10.1142/S2010326320500136MaRDI QIDQ6308002arXivFDO

Authors Mireille Capitaine

Publication date 10 October 2018

Published in arXiv

Full work available at URL https://doi.org/10.1142/S2010326320500136

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

arXiv classification

math.PR

Abstract: We study the fluctuations associated to the a.s. convergence, established by Belinschi-Bercovici-Capitaine, of the outliers of an Hermitian polynomial in a complex Wigner matrix and a spiked deterministic real diagonal matrix. Thus, we extend the non universality phenomenon previously established for additive deformations of complex Wigner matrices, to any Hermitian polynomial. The result is described using the operator-valued subordination functions of free probability theory.

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