Central limit theorems for eigenvalues of deformations of Wigner matrices

DOI10.1214/10-AIHP410zbMath1237.60007arXiv0903.4740MaRDI QIDQ2428947

Mireille Capitaine, Delphine Féral, Catherine Donati-Martin

Publication date: 22 April 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.4740

zbMATH Keywords

random matricesfluctuationsextremal eigenvaluesuniversalitydeformed Wigner matriceslocalized eigenvectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18)

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