Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices

Electronic Journal of Probability

Volumn 16, Issue , 2011, Pages 1621-1662

  Benaych Georges, F ^a   Guionnet, A ^b   Maida, M ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b UNITÉ DE MATHÉMATIQUES PURES ET APPLIQUÉES   (France)

^c UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Extreme eigenvalue statistics; Gaussian fluctuations; Random matrices; Spiked models; Tracy Widom laws

Indexed keywords

EID: 80053163500     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v16-929     Document Type: Article

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