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On finite rank deformations of Wigner matrices

Alessandro PizzoDavid RenfrewAlexander Soshnikov — 2013

Annales de l'I.H.P. Probabilités et statistiques

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices under the assumption that the absolute values of the off-diagonal matrix entries have uniformly bounded fifth moment and the absolute values of the diagonal entries have uniformly bounded third moment. Using our recent results on the fluctuation of resolvent entries (On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries, Unpublished...

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