Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes

DOI10.1007/s10955-011-0409-2zbMath1241.82035arXiv1011.4983OpenAlexW3084237930MaRDI QIDQ664476

Robert J. Buckingham, Seung-Yeop Lee, Marco Bertola, Virgil U. Pierce

Publication date: 2 March 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.4983

zbMATH Keywords

Riemann-Hilbert problemcritical phenomenaasymptotic analysisnonlinear steepest descent analysis\(r\)-Airy kernel

Mathematics Subject Classification ID

Critical phenomena in equilibrium statistical mechanics (82B27) Random matrices (algebraic aspects) (15B52) Riemann-Hilbert problems in context of PDEs (35Q15)

Related Items (9)

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 ⋮ Random matrices with equispaced external source ⋮ The \(k\)-tacnode process ⋮ Spectral curves, variational problems and the Hermitian matrix model with external source ⋮ Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices ⋮ Eigenvector distribution in the critical regime of BBP transition

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