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On universality of local edge regime for the deformed Gaussian Unitary Ensemble

Published 10 Jan 2011 in math-ph and math.MP | (1101.1813v2)

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 $H_n$.

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