Moderate Deviations for the Largest Eigenvalue of a Randomly Deformed Gaussian Unitary Ensemble

Source abstract

We study moderate deviations for the largest eigenvalue of the randomly deformed Gaussian unitary ensemble introduced by Johansson (Probab. Theory Relat. Fields, {\bf 138}: 75--112, 2007). In the fixed-coupling regime, the rescaled largest eigenvalue converges to the convolution of the Tracy--Widom law and a Gaussian law arising from the random displacement of the spectral edge. We derive sharp logarithmic asymptotics for the right and left tails on growing Airy scales and obtain the corresponding phase diagram. The two tails have different transition scales. At criticality, the rate functions are nontrivial infimal convolutions of the Tracy--Widom and Gaussian rate functions. We establish a trace-norm Airy approximation that is uniform over typical diagonal configurations on a logarithmic window. A conditional convolution argument then combines the resulting tail estimates with the Gaussian moderate deviations of the edge displacement.