Perturbations of diagonal matrices by band random matrices
Résumé
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.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)