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Non universality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix

Published 10 Oct 2018 in math.PR | (1810.04598v2)

Abstract: We study the fluctuations associated to the a.s. convergence, established by Belinschi-Bercovici-Capitaine, of the outliers of an Hermitian polynomial in a complex Wigner matrix and a spiked deterministic real diagonal matrix. Thus, we extend the non universality phenomenon previously established for additive deformations of complex Wigner matrices, to any Hermitian polynomial. The result is described using the operator-valued subordination functions of free probability theory.

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