Edge universality for deformed Wigner matrices

Publication date 10 November 2015

Abstract: We consider random matrices of the form

H = W + l a m b d a V

,

l a m b d a i n m a t h b b R^{+}

, where

W

is a real symmetric or complex Hermitian Wigner matrix of size

N

and

V

is a real bounded diagonal random matrix of size

N

with i.i.d. entries that are independent of

W

. We assume subexponential decay for the matrix entries of

W

and we choose

l a m b d a s i m 1

, so that the eigenvalues of

W

and

l a m b d a V

are typically of the same order. Further, we assume that the density of the entries of

V

is supported on a single interval and is convex near the edges of its support. In this paper we prove that there is

l a m b d a_{+} i n m a t h b b R^{+}

such that the largest eigenvalues of

H

are in the limit of large

N

determined by the order statistics of

V

for

l a m b d a > l a m b d a_{+}

. In particular, the largest eigenvalue of

H

has a Weibull distribution in the limit

N o i n f t y

if

l a m b d a > l a m b d a_{+}

. Moreover, for

N

sufficiently large, we show that the eigenvectors associated to the largest eigenvalues are partially localized for

l a m b d a > l a m b d a_{+}

, while they are completely delocalized for

l a m b d a < l a m b d a_{+}

. Similar results hold for the lowest eigenvalues.

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