Bulk universality for deformed Wigner matrices

Citation
Lee, Ji Oon et al., Bulk universality for deformed Wigner matrices, Annals of probability (Online) , 44(3), 2016, pp. 2349-2425
ISSN journal
2168894X
Volume
44
Issue
3
Year of publication
2016
Pages
2349 - 2425
Database
ACNP
SICI code
Abstract
We consider N.N random matrices of the form H=W+V where W is a real symmetric or complex Hermitian Wigner matrix and V is 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 local statistics in the bulk of the spectrum are universal in the limit of large N.