Outliers in the spectrum of large deformed unitarily invariant models
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Abstract: In this paper we characterize the possible outliers in the spectrum of large deformed unitarily invariant additive and multiplicative models, as well as the eigenvectors corresponding to them. We allow both the non-deformed unitarily invariant model and the perturbation matrix to have non-trivial limiting spectral measures and spiked outliers in their spectrum. We uncover a remarkable new phenomenon: a single spike can generate asymptotically several outliers in the spectrum of the deformed model. The free subordination functions play a key role in this analysis.
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- Free probability of type B and asymptotics of finite-rank perturbations of random matrices
- Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix
- Spectral measures of spiked random matrices
- scientific article; zbMATH DE number 7639710 (Why is no real title available?)
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- Freeness over the diagonal and outliers detection in deformed random matrices with a variance profile
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- Extremal eigenvalues and eigenvectors of deformed Wigner matrices
- Subordination for the sum of two random matrices
- Large deviations for the largest eigenvalue of the sum of two random matrices
- Local laws for multiplication of random matrices
- Tracy-Widom limit for free sum of random matrices
- Local law of addition of random matrices on optimal scale
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