Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices

Autor: Mireille Capitaine

Publikováno v: Journal of Theoretical Probability
Journal of Theoretical Probability, 2013, 26 (3), pp.595-648
Journal of Theoretical Probability, Springer, 2013, 26 (3), pp.595-648

When some eigenvalues of a spiked multiplicative resp. additive deformation model of a Hermitian Wigner matrix resp. a sample covariance matrix separate from the bulk, we study how the corresponding eigenvectors project onto those of the perturbation

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::45f28d550d43e3f7d78fba74fa46decc
https://hal.science/hal-00943190

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