The Largest Eigenvalues of Finite Rank Deformation of Large Wigner Matrices: Convergence and Fluctuations

The Largest Eigenvalues of Finite Rank Deformation of Large Wigner Matrices: Convergence and Fluctuations

Mon, 02/11/2009
14:15 		Mireille Capitaine (Université de Toulouse) Stochastic Analysis Seminar Add to calendar Eagle House
The Largest Eigenvalues of Finite Rank Deformation of Large Wigner Matrices: Convergence and Fluctuations
Joint work with C. Donati-Martin and D. Feral