Bulk universality for deformed wigner matrices
Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425.
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Author
Lee, Jioon;
Schnelli, KevinISTA 
;
Stetler, Ben;
Yau, Horngtzer
;
Stetler, Ben;
Yau, HorngtzerDepartment
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 ofW 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.
Publishing Year
Date Published
2016-01-01
Journal Title
Annals of Probability
Publisher
Institute of Mathematical Statistics
Acknowledgement
J.C. was supported in part by National Research Foundation of Korea Grant 2011-0013474 and TJ Park Junior Faculty Fellowship.
K.S. was supported by ERC Advanced Grant RANMAT, No. 338804, and the "Fund for Math."
B.S. was supported by NSF GRFP Fellowship DGE-1144152.
H.Y. was supported in part by NSF Grant DMS-13-07444 and Simons investigator fellowship. We thank Paul Bourgade, László Erd ̋os and Antti Knowles for helpful comments. We are grateful to the Taida Institute for Mathematical
Sciences and National Taiwan Universality for their hospitality during part of this
research. We thank Thomas Spencer and the Institute for Advanced Study for their
hospitality during the academic year 2013–2014.
Volume
44
Issue
3
Page
2349 - 2425
IST-REx-ID
Cite this
Lee J, Schnelli K, Stetler B, Yau H. Bulk universality for deformed wigner matrices. Annals of Probability. 2016;44(3):2349-2425. doi:10.1214/15-AOP1023
Lee, J., Schnelli, K., Stetler, B., & Yau, H. (2016). Bulk universality for deformed wigner matrices. Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/15-AOP1023
Lee, Jioon, Kevin Schnelli, Ben Stetler, and Horngtzer Yau. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability. Institute of Mathematical Statistics, 2016. https://doi.org/10.1214/15-AOP1023.
J. Lee, K. Schnelli, B. Stetler, and H. Yau, “Bulk universality for deformed wigner matrices,” Annals of Probability, vol. 44, no. 3. Institute of Mathematical Statistics, pp. 2349–2425, 2016.
Lee J, Schnelli K, Stetler B, Yau H. 2016. Bulk universality for deformed wigner matrices. Annals of Probability. 44(3), 2349–2425.
Lee, Jioon, et al. “Bulk Universality for Deformed Wigner Matrices.” Annals of Probability, vol. 44, no. 3, Institute of Mathematical Statistics, 2016, pp. 2349–425, doi:10.1214/15-AOP1023.
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