Free Probability of Type-B and Asymptotics of Finite-Rank Perturbations of Random Matrices

被引：0
|
作者：
Shlyakhtenko, D. [1 ]
机构：
[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA
来源：
INDIANA UNIVERSITY MATHEMATICS JOURNAL | 2018年 / 67卷 / 02期
基金：
美国国家科学基金会;
关键词：
SAMPLE COVARIANCE MATRICES; LARGE WIGNER MATRICES; LARGEST EIGENVALUE; SPIKED MODELS; FLUCTUATIONS; DEFORMATIONS; SPECTRUM; LIMIT;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We show that finite-rank perturbations of certain random matrices fit in the framework of infinitesimal (type-B) asymptotic freeness. This can be used to explain the appearance of free harmonic analysis (such as subordination functions appearing in additive free convolution) in computations of outlier eigenvalues in spectra of such matrices.
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页码：971 / 991
页数：21
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