Abstract
The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue for some non-necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one used by A. Soshnikov (cf. [11]) in the investigations of classical real or complex Wigner Ensembles. It is based on the computation of moments of traces of high powers of the random matrices under consideration.
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Féral, D., Péché, S. The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices. Commun. Math. Phys. 272, 185–228 (2007). https://doi.org/10.1007/s00220-007-0209-3
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DOI: https://doi.org/10.1007/s00220-007-0209-3