Central limit theorems for eigenvalues of deformations of Wigner matrices

Details Central limit theorems for eigenvalues of deformations of Wigner matrices Central limit theorems for eigenvalues of deformations of Wigner matrices

2009-03-27

arxiv.org/abs/0903.4740v2

Mathematics

Probability

Scientific paper

In this paper, we explain the dependance of the fluctuations of the largest
eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the
perturbation matrix. We exhibit quite general situations that will give rise to
universality or non universality of the fluctuations.

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