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Edge universality for deformed Wigner matrices.
- Source :
-
Reviews in Mathematical Physics . Sep2015, Vol. 27 Issue 8, p-1. 94p. - Publication Year :
- 2015
-
Abstract
- We consider N × N random matrices of the form H = W + V where W is a real symmetric Wigner matrix and V a random or deterministic, real, diagonal matrix whose entries are independent of W. We assume subexponential decay for the matrix entries of W and we choose V so that the eigenvalues of W and V are typically of the same order. For a large class of diagonal matrices V, we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution F1 in the limit of large N. Our proofs also apply to the complex Hermitian setting, i.e. when W is a complex Hermitian Wigner matrix. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0129055X
- Volume :
- 27
- Issue :
- 8
- Database :
- Academic Search Index
- Journal :
- Reviews in Mathematical Physics
- Publication Type :
- Academic Journal
- Accession number :
- 110163973
- Full Text :
- https://doi.org/10.1142/S0129055X1550018X