Edge Universality for Deformed Wigner Matrices

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.

References in corpus (2)

• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Edge Universality of Beta Ensembles

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• Non-Hermitian spectral universality at critical points
• Tracy-Widom limit for Kendall's tau
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