Central limit theorems for eigenvalues of deformations of Wigner matrices

Mireille Capitaine; Catherine Donati-Martin; Delphine Féral

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arXiv · 0903.4740

Central limit theorems for eigenvalues of deformations of Wigner matrices

Mireille Capitaine·Catherine Donati-Martin·Delphine Féral

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Abstract

In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We exhibit quite general situations that will give rise to universality or non universality of the fluctuations.

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Mireille Capitaine, Catherine Donati-Martin, Delphine Féral. 2009-03-27. Central limit theorems for eigenvalues of deformations of Wigner matrices. https://arxiv.org/abs/0903.4740

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