On Finite Rank Deformations of Wigner Matrices
classification
🧮 math.PR
keywords
entriesboundeddeformationsfinitemomentrankresultsuniformly
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We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have uniformly bounded third moment. Using our recent results on the fluctuation of resolvent entries [31],[28], and ideas from [9], we extend results by M.Capitaine, C.Donati-Martin, and D.F\'eral [12], [13].
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