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math.PR2010★ 10 cited
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Florent Benaych-Georges, Alice Guionnet, Mylène Maïda
Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to t…
math.PR2010
Large deviations of the extreme eigenvalues of random deformations of matrices
Florent Benaych-Georges, Alice Guionnet, Mylène Maïda
Consider a real diagonal deterministic matrix of size with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a ra…