Rank 1 perturbations in random matrix theory — A review of exact results

DOI10.1142/s2010326323300012arXiv2201.00324OpenAlexW4385340987MaRDI QIDQ6152150

Peter J. Forrester

Publication date: 12 February 2024

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.00324

zbMATH Keywords

eigenvalue distributionrandom matricesPainlevé equationsisomonodromic deformationsWishart matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Isomonodromic deformations for ordinary differential equations in the complex domain (34M56)

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