Perturbations of diagonal matrices by band random matrices
Probability
2011-04-28 v2
Abstract
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small) limiting variance profile.
Cite
@article{arxiv.1104.1983,
title = {Perturbations of diagonal matrices by band random matrices},
author = {Florent Benaych-Georges and Nathanaël Enriquez},
journal= {arXiv preprint arXiv:1104.1983},
year = {2011}
}
Comments
7 pages, 4 figures