Central limit theorems for eigenvalues of deformations of Wigner matrices
Probability
2011-09-16 v2
Abstract
In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We exhibit quite general situations that will give rise to universality or non universality of the fluctuations.
Cite
@article{arxiv.0903.4740,
title = {Central limit theorems for eigenvalues of deformations of Wigner matrices},
author = {Mireille Capitaine and Catherine Donati-Martin and Delphine Féral},
journal= {arXiv preprint arXiv:0903.4740},
year = {2011}
}