Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix - Archive ouverte HAL
Article Dans Une Revue Random Matrices: Theory and Applications Année : 2020

Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix

Résumé

We study the fluctuations associated to the a.s. convergence of the outliers established by Belinschi–Bercovici–Capitaine of an Hermitian polynomial in a complex Wigner matrix and a spiked deterministic real diagonal matrix. Thus, we extend the nonuniversality phenomenon established by Capitaine–Donati-Martin–Féral for additive deformations of complex Wigner matrices, to any Hermitian polynomial. The result is described using the operator-valued subordination functions of free probability theory.
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Dates et versions

hal-03357357 , version 1 (13-10-2021)

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Mireille Capitaine. Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix. Random Matrices: Theory and Applications, 2020, 09 (04), pp.2050013. ⟨10.1142/S2010326320500136⟩. ⟨hal-03357357⟩
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