Spectral Measures of Spiked Random Matrices

被引:0
|
作者
Nathan Noiry
机构
[1] UPL,Laboratoire Modal’X
[2] Université Paris Nanterre,undefined
来源
关键词
Spiked random matrices; Spectral measures; BBP phase transition; Overlaps; 60B20;
D O I
暂无
中图分类号
学科分类号
摘要
We study two spiked models of random matrices under general frameworks corresponding, respectively, to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the limiting spectral measure in the direction of an eigenvector of the perturbation leads to old and new results on the coordinates of eigenvectors.
引用
收藏
页码:923 / 952
页数:29
相关论文
共 50 条
  • [1] Spectral Measures of Spiked Random Matrices
    Noiry, Nathan
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 2021, 34 (02) : 923 - 952
  • [2] Large deviations for spectral measures of some spiked matrices
    Noiry, Nathan
    Rouault, Alain
    [J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2022, 11 (04)
  • [3] Spectral measures of powers of random matrices
    Meckes, Elizabeth S.
    Meckes, Mark W.
    [J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2013, 18 : 1 - 13
  • [4] ON SPECTRAL MEASURES OF RANDOM JACOBI MATRICES
    Trinh Khanh Duy
    [J]. OSAKA JOURNAL OF MATHEMATICS, 2018, 55 (04) : 595 - 617
  • [5] Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrices
    Passemier, Damien
    McKay, Matthew R.
    Chen, Yang
    [J]. JOURNAL OF STATISTICAL PHYSICS, 2015, 160 (01) : 120 - 150
  • [6] Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrices
    Damien Passemier
    Matthew R. McKay
    Yang Chen
    [J]. Journal of Statistical Physics, 2015, 160 : 120 - 150
  • [7] Concentration and convergence rates for spectral measures of random matrices
    Elizabeth S. Meckes
    Mark W. Meckes
    [J]. Probability Theory and Related Fields, 2013, 156 : 145 - 164
  • [8] Concentration and convergence rates for spectral measures of random matrices
    Meckes, Elizabeth S.
    Meckes, Mark W.
    [J]. PROBABILITY THEORY AND RELATED FIELDS, 2013, 156 (1-2) : 145 - 164
  • [9] Limits of spiked random matrices I
    Alex Bloemendal
    Bálint Virág
    [J]. Probability Theory and Related Fields, 2013, 156 : 795 - 825
  • [10] LIMITS OF SPIKED RANDOM MATRICES II
    Bloemendal, Alex
    Virag, Balint
    [J]. ANNALS OF PROBABILITY, 2016, 44 (04): : 2726 - 2769