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On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations

arXiv:1203.5130

Abstract

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices. We assume that the matrix entries have finite fourth moment and extend the results by Capitaine, Donati-Martin, and Féral for perturbations whose eigenvectors are delocalized.

We explained some proofs in greater detail, corrected several small misprints, and updated the bibliography