English

Edge Universality for Deformed Wigner Matrices

Probability 2015-09-29 v2

Abstract

We consider N×NN\times N random matrices of the form H=W+VH = W + V where WW is a real symmetric Wigner matrix and VV 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 rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1F_1 in the limit of large NN. Our proofs also apply to the complex Hermitian setting, i.e., when WW is a complex Hermitian Wigner matrix.

Keywords

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}
}
R2 v1 2026-06-22T05:16:35.133Z