Outliers in the spectrum of large deformed unitarily invariant models

We characterize the possible outliers in the spectrum of large deformed unitarily invariant additive and multiplicative models, as well as the eigenvectors corresponding to them. We allow both the nondeformed unitarily invariant model and the perturbation matrix to have nontrivial limiting eigenvalue distributions and spiked outliers in their spectrum. The free subordination functions play a key role in this analysis.


Publication Date:
Nov 27 2017
Date Submitted:
Nov 01 2018
Citation:
Annals of Probability




 Record created 2018-11-01, last modified 2019-04-03


Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)