Gaussian perturbations of hard edge random matrix ensembles

DOI10.1088/0951-7715/29/11/3385zbMATH Open1375.60017arXiv1601.00511OpenAlexW3098814637MaRDI QIDQ2834294FDOQ2834294

Authors: Tom Claeys, Antoine Doeraene 

Publication date: 28 November 2016

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: We study the eigenvalue correlations of random Hermitian $nimesn$ matrices of the form $S=M+epsilonH$, where $H$ is a GUE matrix, $epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose eigenvalue density is a polynomial ensemble. We show that there is a soft-to-hard edge transition in the microscopic behaviour of the eigenvalues of $S$ close to $0$ if $epsilon$ tends to $0$ together with $no+infty$ at a critical speed, depending on the random matrix $M$. In a double scaling limit, we obtain a new family of limiting eigenvalue correlation kernels. We apply our general results to the cases where (i) $M$ is a Laguerre/Wishart random matrix, (ii) $M=G^{\ast }G$ with $G$ a product of Ginibre matrices, (iii) $M=T^{\ast }T$ with $T$ a product of truncations of Haar distributed unitary matrices, and (iv) the eigenvalues of $M$ follow a Muttalib-Borodin biorthogonal ensemble.

Full work available at URL: https://arxiv.org/abs/1601.00511

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zbMATH Keywords

asymptotic analysisintegrable systemsrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cited In (10)

• The random matrix hard edge: rare events and a transition
• Additive matrix convolutions of Pólya ensembles and polynomial ensembles
• Propagation of singular behavior for Gaussian perturbations of random matrices
• Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
• First colonization of a hard-edge in random matrix theory
• Random normal matrices: eigenvalue correlations near a hard wall
• Singular values for products of two coupled random matrices: hard edge phase transition
• Gap probability at the hard edge for random matrix ensembles with pole singularities in the potential
• Universality properties of Gelfand-Tsetlin patterns
• Edge effects in some perturbations of the Gaussian unitary ensemble

Uses Software

• Digital Library of Mathematical Functions

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