On universality of local edge regime for the deformed Gaussian unitary ensemble

DOI10.1007/S10955-011-0196-9MaRDI QIDQ548124zbMATH OpenOpenAlexFDO

Authors Yong-Cai Geng, Sumit K. Garg

Publication date 28 June 2011

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.1813

zbMATH Keywords

random matricesAiry kerneldeformed GUEedge universality

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Abstract: We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ converges weakly (in probability if random) to a non-random measure $N^{(0)}$ with a bounded support and assuming some conditions on the convergence rate, we prove universality of the local eigenvalue statistics near the edge of the limiting spectrum of $H_n$.

Recommendations

• Fluctuations at the edges of the spectrum of the full rank deformed GUE
• Bulk universality for deformed Wigner matrices
• Edge universality for orthogonal ensembles of random matrices
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Edge universality for non-Hermitian random matrices

Cites work

• scientific article; zbMATH DE number 2141052 (Why is no real title available?)
• scientific article; zbMATH DE number 3081828 (Why is no real title available?)
• A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
• Bulk universality and related properties of Hermitian matrix models
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Large \(n\) limit of Gaussian random matrices with external source. I
• Large \(n\) limit of Gaussian random matrices with external source. II
• Level-spacing distributions and the Airy kernel
• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• On fluctuations of eigenvalues of random Hermitian matrices.
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Random matrices: universality of local eigenvalue statistics
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Universality at the edge of the spectrum in Wigner random matrices.
• Universality of local eigenvalue statistics for some sample covariance matrices
• Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices

Cited in

(24)

• Correlated random matrices: band rigidity and edge universality
• Boundary asymptotics of non-intersecting Brownian motions: Pearcey, Airy and a transition
• Universality for certain Hermitian Wigner matrices under weak moment conditions
• Large deviations for extreme eigenvalues of deformed Wigner random matrices
• Universality of local eigenvalue statistics in random matrices with external source
• Statistics of eigenvectors in the deformed Gaussian unitary ensemble of random matrices
• Fluctuations at the edges of the spectrum of the full rank deformed GUE
• Extremal eigenvalues and eigenvectors of deformed Wigner matrices
• Critical behavior of non-intersecting Brownian motions
• Matrix regularizing effects of Gaussian perturbations
• On universality of bulk local regime of the Hermitian sample covariance matrices
• Bulk universality for deformed Wigner matrices
• Landscape complexity beyond invariance and the elastic manifold
• Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
• Phase transition of eigenvalues in deformed Ginibre ensembles. II: GinSE
• The spectral norm of random inner-product kernel matrices
• Edge statistics of large dimensional deformed rectangular matrices
• The least singular value of the general deformed Ginibre ensemble
• Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
• On the support of the free additive convolution
• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
• Edge universality for deformed Wigner matrices
• Airy point process via supersymmetric lifts
• Edge effects in some perturbations of the Gaussian unitary ensemble

This page was built for publication: On universality of local edge regime for the deformed Gaussian unitary ensemble

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q548124)