Local law for eigenvalues of random Hermitian matrices with external source
classification
🧮 math.PR
keywords
localmatrixrandomdiagonaleigenvaluesexternalhermitianmatrices
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We prove a local law for eigenvalues of the random Hermitian matrices with external source $W_n=\frac{1}{n}X_n+A_n$ where $X_n$ is Wigner matrix and $A_n$ is diagonal matrix with only two values $a, -a$ on the diagonal. The local law is an essential step to prove the universality conjecture for this random matrix model.
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