Edge universality for deformed Wigner matrices

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dc.contributor.authorLee, Ji Oonko
dc.contributor.authorSchnelli, Kevinko
dc.date.accessioned2016-04-20T06:26:35Z-
dc.date.available2016-04-20T06:26:35Z-
dc.date.created2015-11-02-
dc.date.created2015-11-02-
dc.date.created2015-11-02-
dc.date.issued2015-09-
dc.identifier.citationREVIEWS IN MATHEMATICAL PHYSICS, v.27, no.8-
dc.identifier.issn0129-055X-
dc.identifier.urihttp://hdl.handle.net/10203/205341-
dc.description.abstractWe consider N x 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.-
dc.languageEnglish-
dc.publisherWORLD SCIENTIFIC PUBL CO PTE LTD-
dc.titleEdge universality for deformed Wigner matrices-
dc.typeArticle-
dc.identifier.wosid000362566600001-
dc.identifier.scopusid2-s2.0-84943417491-
dc.type.rimsART-
dc.citation.volume27-
dc.citation.issue8-
dc.citation.publicationnameREVIEWS IN MATHEMATICAL PHYSICS-
dc.identifier.doi10.1142/S0129055X1550018X-
dc.contributor.localauthorLee, Ji Oon-
dc.contributor.nonIdAuthorSchnelli, Kevin-
dc.description.isOpenAccessN-
dc.type.journalArticleReview-
dc.subject.keywordAuthorRandom matrix-
dc.subject.keywordAuthoredge universality-
dc.subject.keywordPlusGAUSSIAN RANDOM MATRICES-
dc.subject.keywordPlusLARGE-N LIMIT-
dc.subject.keywordPlusLOCAL EIGENVALUE STATISTICS-
dc.subject.keywordPlusEXTERNAL SOURCE-
dc.subject.keywordPlusINDEPENDENT ENTRIES-
dc.subject.keywordPlusSPECTRAL STATISTICS-
dc.subject.keywordPlusFREE PROBABILITY-
dc.subject.keywordPlusSEMICIRCLE LAW-
dc.subject.keywordPlusENSEMBLES-
dc.subject.keywordPlusDISTRIBUTIONS-
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