The largest eigenvalues of finite rank deformation of large wigner matrices: Convergence and nonuniversality of the fluctuations

Annals of Probability

Volumn 37, Issue 1, 2009, Pages 1-47

  Capitaine, Mireille ^a   Donati Martin, Catherine ^b   Féral, Delphine ^a,c  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITÉ BORDEAUX 1   (France)

Author keywords

Asymptotic spectrum; Deformed wigner matrices; Fluctuations; Largest eigenvalues; Nonuniversality; Stieltjes transform

Indexed keywords

EID: 63049133332     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOP394     Document Type: Article

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