On the Largest Eigenvalue of a Hermitian Random Matrix Model with Spiked External Source II: Higher Rank Cases

DOI10.1093/imrn/rns136zbMath1315.15033arXiv1104.2915OpenAlexW2058225648MaRDI QIDQ5251451

Dong Wang, Jinho Baik

Publication date: 20 May 2015

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

Full work available at URL: https://arxiv.org/abs/1104.2915

zbMATH Keywords

largest eigenvalueHermitian random matrixhigher rank case

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Limits of spiked random matrices. II ⋮ Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble ⋮ Testing in high-dimensional spiked models ⋮ Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes ⋮ Random matrices with equispaced external source ⋮ The \(k\)-tacnode process ⋮ 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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