On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations

Details On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations

2012-03-22

arxiv.org/abs/1203.5130v2

Mathematics

Probability

small misprints corrected

Scientific paper

We study the distribution of the outliers in the spectrum of finite rank
deformations of Wigner random matrices. We assume that the matrix entries have
finite fourth moment and extend the results by Capitaine, Donati-Martin, and
F\'eral for perturbations whose eigenvectors are delocalized.

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