Outliers in the spectrum of large deformed unitarily invariant models

Citation
T. Belinschi, Serban et al., Outliers in the spectrum of large deformed unitarily invariant models, Annals of probability , 45(6A), 2017, pp. 3571-3625
Journal title
ISSN journal
00911798
Volume
45
Issue
6A
Year of publication
2017
Pages
3571 - 3625
Database
ACNP
SICI code
Abstract
We characterize the possible outliers in the spectrum of large deformed unitarily invariant additive and multiplicative models, as well as the eigenvectors corresponding to them. We allow both the nondeformed unitarily invariant model and the perturbation matrix to have nontrivial limiting eigenvalue distributions and spiked outliers in their spectrum. The free subordination functions play a key role in this analysis.