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

DOI10.1007/s10955-013-0845-2zbMath1302.82049arXiv1009.3894OpenAlexW4214949340MaRDI QIDQ2440362

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

Publication date: 18 March 2014

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

Full work available at URL: https://arxiv.org/abs/1009.3894

zbMATH Keywords

asymptoticseigenvaluesrandom matricesuniversalityRiemann-Hilbert problemsexternal sources

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52)

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 critical and near-critical regimes ⋮ Random matrices with equispaced external source ⋮ Spectral curves, variational problems and the Hermitian matrix model with external source ⋮ Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices ⋮ Laguerre polynomials and transitional asymptotics of the modified Korteweg-de Vries equation for step-like initial data ⋮ Eigenvector distribution in the critical regime of BBP transition

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