Finite-rank perturbations of random band matrices via infinitesimal free probability

Abstract

We prove a sharp $\sqrt{N}$ transition for the infinitesimal distribution of a periodically banded GUE matrix. For band widths $b_N=\Omega (\sqrt{N})$, we further prove that our model is infinitesimally free from the matrix units and the normalized all-ones matrix. Our results allow us to extend previous work of Shlyakhtenko on finite-rank perturbations of Wigner matrices in the infinitesimal framework. For finite-rank perturbations of our model, we find outliers at the classical positions from the deformed Wigner ensemble.

arXiv comment34 pages, 5 figures

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• Semicircular families of general covariance from Wigner matrices with permuted entries