Aro Lee

Fluctuations of the largest eigenvalues of transformed spiked Wigner matrices

We consider a spiked random matrix model obtained by applying a function entrywise to a signal-plus-noise symmetric data matrix. We prove that the largest eigenvalue of this model, which we call a transformed spiked Wigner matrix, exhibits Baik-Ben Arous-Péché (BBP) type phase transition. We show th…