Sean O’Rourke

activity

20092026

most citedGaussian Fluctuations of Eigenvalues in Wigner Random Matrices

58 citations · 206 across the 36 of their papers we have counts for

collaborators

Showing 2013Show all

5 papers · 1 filter

math.NA2013★ 8 cited

Random perturbation of low rank matrices: Improving classical bounds

Sean O'Rourke, Van Vu, Ke Wang

Matrix perturbation inequalities, such as Weyl's theorem (concerning the singular values) and the Davis-Kahan theorem (concerning the singular vectors), play essential roles in qua…

math.PR2013★ 8 cited

Low rank perturbations of large elliptic random matrices

Sean O'Rourke, David Renfrew

We study the asymptotic behavior of outliers in the spectrum of bounded rank perturbations of large random matrices. In particular, we consider perturbations of elliptic random mat…

math.PR2013★ 1 cited

On the concentration of random multilinear forms and the universality of random block matrices

Hoi Nguyen, Sean O'Rourke

The circular law asserts that if $X_{n}$ is a $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of $\frac{1}{\sqrt…

math.PR2013

Universality of local eigenvalue statistics in random matrices with external source

Sean O'Rourke, Van Vu

Consider a random matrix of the form $W_{n} = M_{n} + D_{n}$ , where $M_{n}$ is a Wigner matrix and $D_{n}$ is a real deterministic diagonal matrix ( $D_{n}$ is commonly referred to as an extern…

math.PR2013

Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices

Sean O'Rourke, Alexander Soshnikov

Let $M_{n}$ be a $n \times n$ Wigner or sample covariance random matrix, and let $μ_{1} (M_{n}), μ_{2} (M_{n}), ..., μ_{n} (M_{n})$ denote the unordered eigenvalues of $M_{n}$ . We study the fluctuati…