Perturbations of diagonal matrices by band random matrices

Abstract : We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small) limiting variance profile.
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Reports
2011
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https://hal.archives-ouvertes.fr/hal-00584577
Contributor : Nathanael Enriquez <>
Submitted on : Wednesday, April 27, 2011 - 8:04:50 PM
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  • HAL Id : hal-00584577, version 2

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Florent Benaych-Georges, Nathanael Enriquez. Perturbations of diagonal matrices by band random matrices. 2011. <hal-00584577v2>

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