Eigenvalues of Deformed Random Matrices

2012/05/02 by Peng, Minyu
#FOS: Mathematics #Probability (math.PR) #Spectral Theory (math.SP)

paper · doi:10.48550/arxiv.1205.0572

Abstract

We present a novel approach to study eigenvalues of deformed random matrices. This approach applies to many deformed Gaussian matrix models; two such models are studied in detail: the deformed GOE and the spiked population model.

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