Mathematics > Probability
[Submitted on 26 May 2014 (v1), last revised 7 Jun 2016 (this version, v3)]
Title:Bulk universality for deformed Wigner matrices
View PDFAbstract:We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is 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 local statistics in the bulk of the spectrum are universal in the limit of large $N$.
Submission history
From: Ji Oon Lee [view email] [via VTEX proxy][v1] Mon, 26 May 2014 16:37:11 UTC (55 KB)
[v2] Wed, 30 Jul 2014 12:22:08 UTC (55 KB)
[v3] Tue, 7 Jun 2016 05:51:09 UTC (98 KB)
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