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

DOI10.1007/s10955-012-0417-xzbMath1246.15036arXiv1012.4144MaRDI QIDQ411523

Dong Wang

Publication date: 4 April 2012

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

Full work available at URL: https://arxiv.org/abs/1012.4144

zbMATH Keywords

random matrix; largest eigenvalue; limiting distribution; Jack polynomials; \(\beta\) ensemble; external source

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

15B52: Random matrices (algebraic aspects)

Related Items

DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA, On the limit of extreme eigenvalues of large dimensional random quaternion matrices, Asymptotic power of sphericity tests for high-dimensional data, Limits for circular Jacobi beta-ensembles, Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices, Universality for the largest eigenvalue of sample covariance matrices with general population, Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models, Painlevé II in random matrix theory and related fields, A note on spiked Wishart matrices, Signal detection in high dimension: the multispiked case, Asymptotic linear spectral statistics for spiked Hermitian random matrices, ASYMPTOTICS OF SPACING DISTRIBUTIONS AT THE HARD EDGE FOR β-ENSEMBLES, PROBABILITY DENSITIES AND DISTRIBUTIONS FOR SPIKED AND GENERAL VARIANCE WISHART β-ENSEMBLES, Rank 1 real Wishart spiked model

Uses Software

• MOPS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limits of spiked random matrices. I
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes
• Edge universality for orthogonal ensembles of random matrices
• The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• New results on the equilibrium measure for logarithmic potentials in the presence of an external field
• Some combinatorial properties of Jack symmetric functions
• Correlations of nearby levels induced by a random potential
• On fluctuations of eigenvalues of random Hermitian matrices.
• Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes
• MOPS: multivariate orthogonal polynomials (symbolically)
• The largest eigenvalue of rank one deformation of large Wigner matrices
• Eigenvalues of large sample covariance matrices of spiked population models
• PROBABILITY DENSITIES AND DISTRIBUTIONS FOR SPIKED AND GENERAL VARIANCE WISHART β-ENSEMBLES
• Special Functions of Matrix Argument. I: Algebraic Induction, Zonal Polynomials, and Hypergeometric Functions
• Random matrix model with external source and a constrained vector equilibrium problem
• On the Largest Eigenvalue of a Hermitian Random Matrix Model with Spiked External Source I. Rank 1 Case
• Universality at the edge of the spectrum for unitary, orthogonal, and symplectic ensembles of random matrices