%0 Journal Article
%T The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations
%A Mireille Capitaine
%A Catherine Donati-Martin
%A Delphine F¨Śral
%J Mathematics
%D 2007
%I arXiv
%R 10.1214/08-AOP394
%X In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a symmetric law satisfying a Poincar\'{e} inequality. The matrix $A_N$ is Hermitian (resp., symmetric) and deterministic with all but finitely many eigenvalues equal to zero. We first show that, as soon as the first largest or last smallest eigenvalues of $A_N$ are sufficiently far from zero, the corresponding eigenvalues of $M_N$ almost surely exit the limiting semicircle compact support as the size $N$ becomes large. The corresponding limits are universal in the sense that they only involve the variance of the entries of $W_N$. On the other hand, when $A_N$ is diagonal with a sole simple nonnull eigenvalue large enough, we prove that the fluctuations of the largest eigenvalue are not universal and vary with the particular distribution of the entries of $W_N$.
%U http://arxiv.org/abs/0706.0136v2