Universality of local eigenvalue statistics in random matrices with external source
Abstract
Consider a random matrix of the form , where is a Wigner matrix and is a real deterministic diagonal matrix ( is commonly referred to as an external source in the mathematical physics literature). We study the universality of the local eigenvalue statistics of for a general class of Wigner matrices and diagonal matrices . Unlike the setting of many recent results concerning universality, the global semicircle law fails for this model. However, we can still obtain the universal sine kernel formula for the correlation functions. This demonstrates the remarkable phenomenon that local laws are more resilient than global ones. The universality of the correlation functions follows from a four moment theorem, which we prove using a variant of the approach used earlier by Tao and Vu.
Keywords
Cite
@article{arxiv.1308.1057,
title = {Universality of local eigenvalue statistics in random matrices with external source},
author = {Sean O'Rourke and Van Vu},
journal= {arXiv preprint arXiv:1308.1057},
year = {2014}
}
Comments
32 pages; minor corrections; to appear, Random Matrices: Theory and applications