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Bulk universality for deformed Wigner matrices

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2016

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Institute of Mathematical Statistics
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Lee, Ji Oon, Kevin Schnelli, Ben Stetler, and Horng-Tzer Yau. 2016. “Bulk Universality for Deformed Wigner Matrices.” The Annals of Probability 44 (3) (May): 2349–2425. doi:10.1214/15-aop1023.

Abstract

We consider N×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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Random matrix, local semicircle law, universality

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