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

DOI10.1007/S10955-011-0196-9zbMATH Open1219.82094arXiv1101.1813OpenAlexW3106050940MaRDI QIDQ548124FDOQ548124

Sumit K. Garg, Yong-Cai Geng

Publication date: 28 June 2011

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

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 $H_n$.

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)

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Cited In (19)

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

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