Outlier eigenvalues and eigenvectors of generalized Wigner matrices with finite-rank perturbations

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Authors: Bishakh Bhattacharya, Arijit Chakrabarty, Rajat Subhra Hazra
Cited by: 0

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