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The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

Florent Benaych-Georges, Raj Rao Nadakuditi

Advances in Mathematics · 2011 · 442 citations · 35 references

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References

35

Matrix perturbation theory

Mathematics and Computers in Simulation · 1991 · 2.5K citations

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On the Distribution of the Roots of Certain Symmetric Matrices

E. P. Wigner · Annals of Mathematics · 1958 · 1.5K citations

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Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

Jinho Baik, Gérard Ben Arous, Sandrine Péché · The Annals of Probability · 2005 · 1K citations · Full text

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Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

Percy Deift, T. Kriecherbauer, K. T-R McLaughlin et al. · Communications on Pure and Applied Mathematics · 1999 · 850 citations

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Eigenvalues of large sample covariance matrices of spiked population models

Jinho Baik, Jack W. Silverstein · Journal of Multivariate Analysis · 2005 · 735 citations

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