



























It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of these outlier eigenvalues of iid matrices $X_n$ under bounded rank and bounded operator norm perturbations $A_n$, namely with $λ(\frac{X_n}{\sqrt{n}}+A_n)-λ(A_n)$. The perturbations we consider are allowed to be of arbitrary Jordan type and have (left and right) eigenvectors satisfying a mild condition. We obtain the joint convergence of the (normalized) asymptotic fluctuations of the outlier eigenvalues in this setting with a unified approach.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。