On the Largest Eigenvalue of a Hermitian Random Matrix Model with Spiked External Source I. Rank 1 Case

DOI10.1093/imrn/rnq257zbMath1233.15011arXiv1010.4604OpenAlexW2963514078MaRDI QIDQ3104523

Dong Wang, Jinho Baik

Publication date: 14 December 2011

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.4604

zbMATH Keywords

eigenvalue distributionrandom matrixHermitian matrixconvex potentials

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Rank 1 real Wishart spiked model ⋮ Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble ⋮ The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I ⋮ Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes ⋮ Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes ⋮ Random matrices with equispaced external source ⋮ Spectral curves, variational problems and the Hermitian matrix model with external source ⋮ Eigenvector distribution in the critical regime of BBP transition

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