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On the Outlying Eigenvalues of a Polynomial in Large Independent Random Matrices

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Publication:5006204
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DOI10.1093/imrn/rnz080zbMath1471.15031arXiv1703.08102OpenAlexW2964124558MaRDI QIDQ5006204

Hari Bercovici, Serban Teodor Belinschi, Mireille Capitaine

Publication date: 13 August 2021

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.08102


zbMATH Keywords

Wigner matrixdistribution of the eigenvaluesasymptotic eigenvalue behavior


Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)


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Principal components in linear mixed models with general bulk ⋮ Statistical inference for principal components of spiked covariance matrices ⋮ Outliers in the spectrum for products of independent random matrices ⋮ An exotic \(\mathrm{II}_1\) factor without property Gamma ⋮ Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices ⋮ Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix



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