Edge effects in some perturbations of the Gaussian unitary ensemble

DOI10.1063/1.3521288MaRDI QIDQ5255503zbMATH OpenOpenAlexFDO

Authors K. E. Bassler, N. E. Frankel, Peter J. Forrester

Publication date 15 June 2015

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.3096

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,sigma/2]+imN[0,sigma/2]$ off the diagonal, and the real Gaussian N$[mu,sigma/sqrt2]$ on the diagonal. We compute the explicit form of the eigenvalue probability function for such matrices, as well as that for matrices obtained by repeating the bordering. The correlations are in general determinantal, and in the single bordering case the explicit form of the correlation kernel is computed. In the large $N$ limit it is shown that $mu$ and/or $sigma$ can be tuned to induce a separation of the largest eigenvalue. This effect is shown to be controlled by a single parameter, universal correlation kernel.

Recommendations

• Gaussian perturbations of hard edge random matrix ensembles
• Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble
• On universality of local edge regime for the deformed Gaussian unitary ensemble
• The spectrum edge of random matrix ensembles.
• Edge universality for orthogonal ensembles of random matrices

Cites work

• scientific article; zbMATH DE number 1526774 (Why is no real title available?)
• scientific article; zbMATH DE number 1547386 (Why is no real title available?)
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Biorthogonal ensembles
• Eigenvalue separation in some random matrix models
• Hermite and Laguerre \(\beta\)-ensembles: asymptotic corrections to the eigenvalue density
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• Limits of spiked random matrices. I
• Log-gases and random matrices.
• Matrix models for beta ensembles
• Parametric spectral statistics in unitary random matrix ensembles: from distribution functions to intra-level correlations
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• The largest eigenvalue of small rank perturbations of Hermitian random matrices
• The spectrum edge of random matrix ensembles.

Cited in

(7)

• Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
• Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited
• Emergence of a spectral gap in a class of random matrices associated with split graphs
• Universality for eigenvalue correlations from the unitary ensemble associated with a family of singular weights
• Gaussian perturbations of hard edge random matrix ensembles
• Limits of spiked random matrices. I
• Topology trivialization and large deviations for the minimum in the simplest random optimization

This page was built for publication: Edge effects in some perturbations of the Gaussian unitary ensemble

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5255503)