Asymptotic behavior of eigenvalues of large rank perturbations of large random matrices

arXiv:2507.12182v4 Announce Type: replace-cross Abstract: The paper is concerned with deformed Wigner random matrices. These matrices are closely related to Deep Neural Networks (DNNs): weight matrices of trained DNNs could be represented in the form $R + S$, where $R$ is random and $S$ is highly correlated. The spectrum of such matrices plays a key role in rigorous underpinning of the novel pruning technique based on Random Matrix Theory. In practice, the spectrum of the matrix $S$ can be rather complicated. In this paper, we develop an asymptotic analysis for the case of full rank $S$ with increasing number of outlier eigenvalues.