Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices

DOI10.1007/s10959-012-0416-5zbMath1279.15026arXiv1103.2899OpenAlexW2075549341MaRDI QIDQ376265

Mireille Capitaine

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2899

zbMATH Keywords

eigenvaluesrandom matriceseigenvectorsspectral measureHermitian matrixfree probabilityspiked deformations of Wigner matricesspiked sample covariance matricessubordination property

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10)

Related Items (10)

Local stability of the free additive convolution ⋮ Spectral analysis of the Gram matrix of mixture models ⋮ Optimal cleaning for singular values of cross-covariance matrices ⋮ Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices ⋮ Local law of addition of random matrices on optimal scale ⋮ Spectral measures of spiked random matrices ⋮ Free probability of type B and asymptotics of finite-rank perturbations of random matrices ⋮ Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices ⋮ Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix ⋮ Subordination for the sum of two random matrices

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