Spectral Measures of Spiked Random Matrices

被引:0
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作者
Nathan Noiry
机构
[1] UPL,Laboratoire Modal’X
[2] Université Paris Nanterre,undefined
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关键词
Spiked random matrices; Spectral measures; BBP phase transition; Overlaps; 60B20;
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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.
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页码:923 / 952
页数:29
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