Prefer a chat interface with context about you and your work?
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 …