The largest eigenvalue of rank one deformation of large Wigner matrices

DOI10.1007/S00220-007-0209-3MaRDI QIDQ2472469zbMATH OpenOpenAlexFDO

Authors Delphine Féral, S. Péché

Publication date 22 February 2008

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605624

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Abstract: The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one used by A. Soshnikov in the investigations of classical real or complex Wigner Ensembles. It is based on the computation of moments of traces of high powers of the random matrices under consideration.

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