On the Largest Eigenvalue of a Hermitian Random Matrix Model with Spiked External Source I. Rank 1 Case

DOI10.1093/imrn/rnq257zbMath1233.15011arXiv1010.4604MaRDI QIDQ3104523

Dong Wang, Jinho Baik

Publication date: 14 December 2011

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.4604

zbMATH Keywords

eigenvalue distribution; random matrix; Hermitian matrix; convex potentials

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

15B57: Hermitian, skew-Hermitian, and related matrices

15B52: Random matrices (algebraic aspects)

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