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Edge universality for deformed Wigner matrices.

Authors :
Lee, Ji Oon
Schnelli, Kevin
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