The outliers among the singular values of large rectangular random matrices with additive fixed rank deformation

Francois Chapon, Romain Couillet, Walid Hachem +1

Consider the matrix ${\Sigma }_n=n^{-1/2}{X}_n{D}_n^{1/2}+P_n$ where the matrix $X_n \in \C^{N\times n}$ has Gaussian standard independent elements, $D_n$ is a deterministic diagonal non…