English

Outlier eigenvalue fluctuations of perturbed iid matrices

Probability 2015-07-07 v1

Abstract

It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of these outlier eigenvalues of iid matrices XnX_n under bounded rank and bounded operator norm perturbations AnA_n, namely with λ(Xnn+An)λ(An)\lambda(\frac{X_n}{\sqrt{n}}+A_n)-\lambda(A_n). The perturbations we consider are allowed to be of arbitrary Jordan type and have (left and right) eigenvectors satisfying a mild condition. We obtain the joint convergence of the (normalized) asymptotic fluctuations of the outlier eigenvalues in this setting with a unified approach.

Keywords

Cite

@article{arxiv.1507.01441,
  title  = {Outlier eigenvalue fluctuations of perturbed iid matrices},
  author = {Anand B. Rajagopalan},
  journal= {arXiv preprint arXiv:1507.01441},
  year   = {2015}
}

Comments

34 pages, 6 figures

R2 v1 2026-06-22T10:06:27.083Z