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.
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页码：185 / 228
页数：43
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