Eigenvalues of Deformed Random Matrices
Probability
2012-06-19 v2 Spectral Theory
Abstract
We present a novel approach to study eigenvalues of deformed random matrices. This approach applies to many deformed Gaussian matrix models; two such models are studied in detail: the deformed GOE and the spiked population model.
Keywords
Cite
@article{arxiv.1205.0572,
title = {Eigenvalues of Deformed Random Matrices},
author = {Minyu Peng},
journal= {arXiv preprint arXiv:1205.0572},
year = {2012}
}