Local law for eigenvalues of random Hermitian matrices with external source

preprint2013arXivOpen access

Abstract

We prove a local law for eigenvalues of the random Hermitian matrices with external source Wn=1nXn+AnW_n=\frac{1}{n}X_n+A_n where XnX_n is Wigner matrix and AnA_n is diagonal matrix with only two values a,−aa, -a on the diagonal. The local law is an essential step to prove the universality conjecture for this random matrix model.

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