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arXiv · 1607.05560

Spectrum of deformed random matrices and free probability

M Capitaine·C Donati-Martin
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Abstract

The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description, localization and fluctuations of extremal eigenvalues, eigenvectors behaviour.

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M Capitaine, C Donati-Martin. 2016-07-19. Spectrum of deformed random matrices and free probability. https://arxiv.org/abs/1607.05560

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