Bulk universality for deformed Wigner matrices
Probability
2016-06-08 v3
Abstract
We consider random matrices of the form where is a real symmetric or complex Hermitian Wigner matrix and is a random or deterministic, real, diagonal matrix whose entries are independent of . We assume subexponential decay for the matrix entries of , and we choose so that the eigenvalues of and are typically of the same order. For a large class of diagonal matrices , we show that the local statistics in the bulk of the spectrum are universal in the limit of large .
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)