Central limit theorems for eigenvalues of deformations of Wigner matrices
classification
🧮 math.PR
keywords
eigenvaluesfluctuationsuniversalitywignercentraldeformationsdeformeddependance
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In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We exhibit quite general situations that will give rise to universality or non universality of the fluctuations.
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