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arXiv · 1903.11731

Spectral Measures of Spiked Random Matrices

Nathan Noiry
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Abstract

We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the limiting spectral measure in the direction of an eigenvector of the perturbation leads to old and new results on the coordinates of eigenvectors.

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Nathan Noiry. 2019-03-27. Spectral Measures of Spiked Random Matrices. https://arxiv.org/abs/1903.11731

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