The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I (Q411523)

This paper deals with the limiting location and limiting distribution of the largest eigenvalue in three cases: real symmetric, Hermitian, and Hermitian self-dual random matrix models with rank 1 external source. They are analyzed in a uniform way by a contour integral representation of the joint probability density function of eigenvalues. Assuming the ``one-band'' condition and certain regularities of the potential function, when the nonzero eigenvalue of the external source matrix is not the critical value, the limiting location of the largest eigenvalue is obtained. Furthermore, when the nonzero eigenvalue of the external source matrix is greater than the critical value, the limiting distribution of the largest eigenvalue is obtained. The proofs are quite technical. When the nonzero eigenvalue of the external source matrix is less than or equal to the critical value, the limiting distribution of the largest eigenvalue will be analyzed in a subsequent paper.