Large deviations for extreme eigenvalues of deformed Wigner random matrices (Q2042831)

The purpose of the paper is to prove a large deviation principle (LDP) for the largest eigenvalue of the random matrix \({X_N} = \frac{{{W_N}}}{{\sqrt N }} + {D_N}\), where \(\frac{{{W_N}}}{{\sqrt N }}\) lies in a particular class of real or complex Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the deformation should be diagonal, and the laws of the entries of \({W_N}\) are supposed to have sharp sub-Gaussian Laplace transforms and satisfy certain concentration properties. It is also assumed that \({D_N}\) is a deterministic matrix whose empirical spectral measure tends to a deterministic limit \({\mu _D}\) and whose extreme eigenvalues tend to the edges of \({\mu _D}\). For these ensembles the paper establishes LDP in a restricted range \(( - \infty ,{x_c})\), where \({x_c}\) depends on the deformation only and can be infinite.