English

Bulk universality for deformed Wigner matrices

Probability 2016-06-08 v3

Abstract

We consider N×NN\times N random matrices of the form H=W+VH=W+V where WW is a real symmetric or complex Hermitian Wigner matrix and VV is a random or deterministic, real, diagonal matrix whose entries are independent of WW. We assume subexponential decay for the matrix entries of WW, and we choose VV so that the eigenvalues of WW and VV are typically of the same order. For a large class of diagonal matrices VV, we show that the local statistics in the bulk of the spectrum are universal in the limit of large NN.

Keywords

Cite

@article{arxiv.1405.6634,
  title  = {Bulk universality for deformed Wigner matrices},
  author = {Ji Oon Lee and Kevin Schnelli and Ben Stetler and Horng-Tzer Yau},
  journal= {arXiv preprint arXiv:1405.6634},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.1214/15-AOP1023 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-22T04:23:28.579Z