On Finite Rank Deformations of Wigner Matrices
arXiv:1103.3731
Abstract
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.Féral [12], [13].
accepted for publication in Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques