ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS

Author:

RENFREW DAVID1,SOSHNIKOV ALEXANDER2

Affiliation:

1. Department of Mathematics, University of California at Los Angeles, Los Angeles, CA 90095-1555, USA

2. Department of Mathematics, University of California at Davis, Davis, CA 95616, USA

Abstract

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices. We assume that the matrix entries have finite fourth moment and extend the results by Capitaine, Donati-Martin, and Féral for perturbations whose eigenvectors are delocalized.

Publisher

World Scientific Pub Co Pte Lt

Subject

Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Statistics and Probability,Algebra and Number Theory

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1. Asymmetry helps: Eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices;The Annals of Statistics;2021-02-01

2. Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes;Journal of the American Statistical Association;2020-12-08

3. Outliers in spectrum of sparse Wigner matrices;Random Structures & Algorithms;2020-11-27

4. Finite‐Rank Perturbations of Random Band Matrices via Infinitesimal Free Probability;Communications on Pure and Applied Mathematics;2020-07-23

5. Outliers in the spectrum for products of independent random matrices;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2020-05-01

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