Universality of local eigenvalue statistics in random matrices with external source

DOI10.1142/S2010326314500051MaRDI QIDQ3191248zbMATH OpenOpenAlexFDO

Authors Sean O'Rourke, Van Vu

Publication date 1 October 2014

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.1057

zbMATH Keywords

correlation functionexternal sourcelocal eigenvalue statisticssine kerneluniversalityWigner matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: Consider a random matrix of the form $W_n=M_n+D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study the universality of the local eigenvalue statistics of $W_n$ for a general class of Wigner matrices $M_n$ and diagonal matrices $D_n$. Unlike the setting of many recent results concerning universality, the global semicircle law fails for this model. However, we can still obtain the universal sine kernel formula for the correlation functions. This demonstrates the remarkable phenomenon that local laws are more resilient than global ones. The universality of the correlation functions follows from a four moment theorem, which we prove using a variant of the approach used earlier by Tao and Vu.

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Cited in

(19)

• Universality for random matrix flows with time-dependent density
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
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