Fluctuations at the edges of the spectrum of the full rank deformed GUE

M. Capitaine, S. Péché

We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution ${\mu }_{A_N}$…