On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations

David Renfrew; Alexander Soshnikov

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arXiv · 1203.5130

On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations

David Renfrew·Alexander Soshnikov

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Abstract

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices. We assume that the matrix entries have finite fourth moment and extend the results by Capitaine, Donati-Martin, and Féral for perturbations whose eigenvectors are delocalized.

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BibTeX RIS

David Renfrew, Alexander Soshnikov. 2012-10-22. On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations. https://arxiv.org/abs/1203.5130

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