Fluctuations at the edges of the spectrum of the full rank deformed GUE

DOI10.1007/s00440-015-0628-6zbMath1342.15029arXiv1402.2262OpenAlexW2022828775MaRDI QIDQ292122

Mireille Capitaine, Sandrine Péché

Publication date: 10 June 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.2262

zbMATH Keywords

random matricesfluctuationsfree probabilityempirical eigenvalue distributionasymptotic spectrumdeformed GUEfull rank deformationGinibre unitary ensemble

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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