DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, Ji Oon | ko |
dc.contributor.author | Schnelli, Kevin | ko |
dc.date.accessioned | 2016-04-20T06:26:35Z | - |
dc.date.available | 2016-04-20T06:26:35Z | - |
dc.date.created | 2015-11-02 | - |
dc.date.created | 2015-11-02 | - |
dc.date.created | 2015-11-02 | - |
dc.date.created | 2015-11-02 | - |
dc.date.issued | 2015-09 | - |
dc.identifier.citation | REVIEWS IN MATHEMATICAL PHYSICS, v.27, no.8 | - |
dc.identifier.issn | 0129-055X | - |
dc.identifier.uri | http://hdl.handle.net/10203/205341 | - |
dc.description.abstract | We 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.language | English | - |
dc.publisher | WORLD SCIENTIFIC PUBL CO PTE LTD | - |
dc.title | Edge universality for deformed Wigner matrices | - |
dc.type | Article | - |
dc.identifier.wosid | 000362566600001 | - |
dc.identifier.scopusid | 2-s2.0-84943417491 | - |
dc.type.rims | ART | - |
dc.citation.volume | 27 | - |
dc.citation.issue | 8 | - |
dc.citation.publicationname | REVIEWS IN MATHEMATICAL PHYSICS | - |
dc.identifier.doi | 10.1142/S0129055X1550018X | - |
dc.contributor.localauthor | Lee, Ji Oon | - |
dc.contributor.nonIdAuthor | Schnelli, Kevin | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Review | - |
dc.subject.keywordAuthor | Random matrix | - |
dc.subject.keywordAuthor | edge universality | - |
dc.subject.keywordPlus | GAUSSIAN RANDOM MATRICES | - |
dc.subject.keywordPlus | LARGE-N LIMIT | - |
dc.subject.keywordPlus | LOCAL EIGENVALUE STATISTICS | - |
dc.subject.keywordPlus | EXTERNAL SOURCE | - |
dc.subject.keywordPlus | INDEPENDENT ENTRIES | - |
dc.subject.keywordPlus | SPECTRAL STATISTICS | - |
dc.subject.keywordPlus | FREE PROBABILITY | - |
dc.subject.keywordPlus | SEMICIRCLE LAW | - |
dc.subject.keywordPlus | ENSEMBLES | - |
dc.subject.keywordPlus | DISTRIBUTIONS | - |
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