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arxiv: 1405.6634 · v3 · pith:F5TNYJ7Cnew · submitted 2014-05-26 · 🧮 math.PR

Bulk universality for deformed Wigner matrices

classification 🧮 math.PR
keywords matricesmatrixbulkdiagonalentrieslargerandomreal
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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 $N$.

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