Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices

Electronic Journal of Probability

Volumn 16, Issue , 2011, Pages 1750-1792

  Capitaine, M ^a   Donati Martin, C ^b   Feral D ^c   Fevrier M ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

^c UNIVERSITÉ BORDEAUX 1   (France)

Author keywords

Asymptotic spectrum; Deformed Wigner matrices; Extreme eigenvalues; Free probability; Random matrices; Stieltjes transform; Subordination property

Indexed keywords

EID: 80755159232     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v16-934     Document Type: Article

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