Presented By: Student Analysis Seminar - Department of Mathematics
Rank-one perturbation of large random matrices
Han Le
In this talk, we consider Wigner matrices that have been deformed by the addition of a rank-one matrix belonging to the same symmetry class. In particular, we will discuss how the deformation affects the global eigenvalue statistics as well as the behavior of individual eigenvalues. We then examine different phases that the free energy of the spherical SK model exhibits when the random matrix encoding interactions between spins is additively perturbed as above.
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