Outlier eigenvalues and eigenvectors of generalized Wigner matrices with finite-rank perturbations
Abstract
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under certain assumptions on the perturbation and the matrix structure, we derive the first-order behavior of these eigenvalues and show that they are well separated from the bulk. The fluctuations of these eigenvalues are shown to follow a multivariate Gaussian distribution, and the asymptotic behavior of the associated eigenvectors is also studied. We prove central limit theorems that describe the asymptotic alignment of these eigenvectors with the perturbation's eigenvectors, as well as their Gaussian fluctuations around the origin for non-aligned components. Furthermore, we discuss the convergence of the eigenvector process in a Sobolev space framework.
Fields of Study & Subjects
Random Matrices and Applications
Spectral Theory in Mathematical Physics
Quantum chaos and dynamical systems
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 15 January 2026
- Document type
- Preprint