Edge Universality for Deformed Wigner Matrices
Probability
2015-09-29 v2
Abstract
We consider random matrices of the form where is a real symmetric Wigner matrix and 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 rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution in the limit of large . Our proofs also apply to the complex Hermitian setting, i.e., when is a complex Hermitian Wigner matrix.
Cite
@article{arxiv.1407.8015,
title = {Edge Universality for Deformed Wigner Matrices},
author = {Ji Oon Lee and Kevin Schnelli},
journal= {arXiv preprint arXiv:1407.8015},
year = {2015}
}