Edge effects in some perturbations of the Gaussian unitary ensemble

DOI10.1063/1.3521288zbMATH Open1314.82028arXiv1005.3096OpenAlexW1974417679MaRDI QIDQ5255503FDOQ5255503

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)

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.

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

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Mathematics Subject Classification ID

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

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Cited In (7)

• Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
• Limits of spiked random matrices. I
• Topology trivialization and large deviations for the minimum in the simplest random optimization
• Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited
• Gaussian perturbations of hard edge random matrix ensembles
• 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

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