English

Universality of local eigenvalue statistics in random matrices with external source

Probability 2014-08-18 v3 Mathematical Physics math.MP

Abstract

Consider a random matrix of the form Wn=Mn+DnW_n = M_n + D_n, where MnM_n is a Wigner matrix and DnD_n is a real deterministic diagonal matrix (DnD_n is commonly referred to as an external source in the mathematical physics literature). We study the universality of the local eigenvalue statistics of WnW_n for a general class of Wigner matrices MnM_n and diagonal matrices DnD_n. 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

R2 v1 2026-06-22T01:04:12.992Z