{ "id": "1407.8015", "version": "v2", "published": "2014-07-30T12:13:06.000Z", "updated": "2014-11-01T02:01:56.000Z", "title": "Edge Universality for Deformed Wigner Matrices", "authors": [ "Ji Oon Lee", "Kevin Schnelli", "Horng-Tzer Yau" ], "categories": [ "math.PR" ], "abstract": "We consider $N\\times N$ 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 $F_1$ 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.", "revisions": [ { "version": "v1", "updated": "2014-07-30T12:13:06.000Z", "comment": null, "journal": null, "doi": null }, { "version": "v2", "updated": "2014-11-01T02:01:56.000Z" } ], "analyses": { "subjects": [ "15B52", "60B20", "82B44" ], "keywords": [ "deformed wigner matrices", "edge universality", "complex hermitian wigner matrix", "real symmetric wigner matrix", "assume subexponential decay" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1407.8015O" } } }