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math.PR2010★ 8 cited
Outliers in the spectrum of iid matrices with bounded rank perturbations
Terence Tao
It is known that if one perturbs a large iid random matrix by a bounded rank error, then the majority of the eigenvalues will remain distributed according to the circular law. Howe…
math.PR2010★ 20 cited
Random matrices: Localization of the eigenvalues and the necessity of four moments
Terence Tao, Van Vu
Consider the eigenvalues (in increasing order) of a random Hermitian matrix whose upper-triangular entries are independent with mean zero and variance one, and are…