Edge Universality for Deformed Wigner Matrices

Abstract: We consider

N i m e s N

random matrices of the form

H = W + V

where

W

is a real symmetric Wigner matrix and

V

a random or deterministic, real, diagonal matrix whose entries are independent of

W

. We assume subexponential decay for the matrix entries of

W

and we choose

V

so that the eigenvalues of

W

and

V

are typically of the same order. For a large class of diagonal matrices

V

we show that the rescaled distribution of the extremal eigenvalues is given by the Tracy-Widom distribution

F_{1}

in the limit of large

N

. Our proofs also apply to the complex Hermitian setting, i.e., when

W

is a complex Hermitian Wigner matrix.

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