Wednesday, July 25, 2012

1207.5619 (Antti Knowles et al.)

The Outliers of a Deformed Wigner Matrix    [PDF]

Antti Knowles, Jun Yin
We derive the joint asymptotic distribution of the outlier eigenvalues of an additively deformed Wigner matrix. Our only assumptions on the deformation are that its rank be fixed and its norm bounded.
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