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On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution

A. Pajor, L. Pastur (2009)

Studia Mathematica

We consider n × n real symmetric and hermitian random matrices Hₙ that are sums of a non-random matrix H ( 0 ) and of mₙ rank-one matrices determined by i.i.d. isotropic random vectors with log-concave probability law and real amplitudes. This is an analog of the setting of Marchenko and Pastur [Mat. Sb. 72 (1967)]. We prove that if mₙ/n → c ∈ [0,∞) as n → ∞, and the distribution of eigenvalues of H ( 0 ) and the distribution of amplitudes converge weakly, then the distribution of eigenvalues of Hₙ converges...

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