Workshop Connections for Women: An Introduction to Random Matrices

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Sep 20, 2010
Monday

03:30 PM - 04:30 PM		Fluctuations and Large Deviations for Extreme Eigenvalues of Deformed Random Matrices Mylene Maida
Location -- Video Abstract This is joint work with F.~Benaych Georges and Alice Guionnet. We consider a model of matrices with well-known spectrum (deterministic with converging spectral measure, Wigner, Wishart etc.) and add a random perturbation with finite rank and delocalized eigenvectors. We get so called spiked or deformed models which lately received quite a lot of attention. We investigate the asymptotic behavior of their extreme eigenvalues, in particular their fluctuations and large deviations properties. Supplements -- Show Detail