Non universality of fluctuations of outlier eigenvectors for additive deformation of Wigner matrices
Speaker:
Catherine Donati-Martin, Université de Versailles St Quentin en Yvelines
Date and Time:
Tuesday, June 18, 2019 - 9:30am to 10:15am
Location:
Fields Institute, Room 230
Abstract:
We describe the fluctuations of an eigenvector associated to an outlier in the spectrum of a large deformed Wigner matrix.
This is a joint work with M. Capitaine (IMT, Toulouse).