The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices

被引：0

作者：

Delphine Féral

Sandrine Péché

机构：

[1] Université Paul Sabatier,Institut de Mathématiques, Laboratoire de Statistique et Probabilités

[2] Institut Fourier BP 74,undefined

来源：

Communications in Mathematical Physics | 2007年 / 272卷

关键词：

Large Eigenvalue; Distinct Vertex; Simple Path; Common Edge; Negligible Contribution;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue for some non-necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one used by A. Soshnikov (cf. [11]) in the investigations of classical real or complex Wigner Ensembles. It is based on the computation of moments of traces of high powers of the random matrices under consideration.

引用

页码：185 / 228

页数：43

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