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Outlier Eigenvalues for Deformed I.I.D. Random Matrices

Outlier Eigenvalues for Deformed I.I.D. Random Matrices

Abstract We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has i.i.d. entries with variance 1/ N . Under mild assumptions, as N grows the empirical distribution of the eigenvalues of A + Y converges weakly to a …