Fluctuations at the edges of the spectrum of the full rank deformed GUE (Q292122)

The authors consider a full rank deformation of the Ginibre unitary ensemble (GUE) \(\frac{W_N}{\sqrt{N}}+A_N\) where \(A_N\) is a full rank Hermitian matrix of size \(N\) and \(W_N\) is a GUE. The empirical eigenvalue distribution \(\mu_{A_N}\) of \(A_N\) converges to a probability distribution \(\nu\). All possible limiting eigenvalue statistics at the edges of the spectrum are identified, including outliers, edges and merging points of connected components of the limiting spectrum. The results are stated in terms of a deterministic equivalence of the empirical eigenvalue distribution of \(W_N +A_N\), namely the free convolution of the semi-circle distribution and the empirical eigenvalues distribution of \(A_N\).