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On Finite Rank Deformations of Wigner Matrices

Published 18 Mar 2011 in math.PR | (1103.3731v4)

Abstract: We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have uniformly bounded third moment. Using our recent results on the fluctuation of resolvent entries [31],[28], and ideas from [9], we extend results by M.Capitaine, C.Donati-Martin, and D.F\'eral [12], [13].

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