On Finite Rank Deformations of Wigner Matrices
Probability
2011-10-19 v4
Abstract
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have uniformly bounded third moment. Using our recent results on the fluctuation of resolvent entries [31],[28], and ideas from [9], we extend results by M.Capitaine, C.Donati-Martin, and D.F\'eral [12], [13].
Keywords
Cite
@article{arxiv.1103.3731,
title = {On Finite Rank Deformations of Wigner Matrices},
author = {Alessandro Pizzo and David Renfrew and Alexander Soshnikov},
journal= {arXiv preprint arXiv:1103.3731},
year = {2011}
}
Comments
accepted for publication in Annales de l'Institut Henri Poincar\'e (B) Probabilit\'es et Statistiques