Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes
From MaRDI portal
Publication:664476
DOI10.1007/s10955-011-0409-2zbMath1241.82035arXiv1011.4983MaRDI QIDQ664476
Robert J. Buckingham, Seung-Yeop Lee, Marco Bertola, Virgil U. Pierce
Publication date: 2 March 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.4983
Riemann-Hilbert problem; critical phenomena; asymptotic analysis; nonlinear steepest descent analysis; \(r\)-Airy kernel
82B27: Critical phenomena in equilibrium statistical mechanics
15B52: Random matrices (algebraic aspects)
35Q15: Riemann-Hilbert problems in context of PDEs
Related Items
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices, The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I, Spectral curves, variational problems and the Hermitian matrix model with external source, Eigenvector distribution in the critical regime of BBP transition, Random matrices with equispaced external source, The \(k\)-tacnode process, Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes, Universality for random matrices with equi-spaced external source: a case study of a biorthogonal ensemble, Rank 1 real Wishart spiked model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- First colonization of a spectral outpost in random matrix theory
- Large \(n\) limit of Gaussian random matrices with external source. I
- Biorthogonal polynomials for two-matrix models with semiclassical potentials
- Large \(n\) limit of Gaussian random matrices with external source. III: Double scaling limit
- Commuting difference operators, spinor bundles and the asymptotics of orthogonal polynomials with respect to varying complex weights
- Universality for the Pearcey process
- On the Christoffel-Darboux kernel for random Hermitian matrices with external source
- Universality of correlation functions of Hermitian random matrices in an external field
- New results on the equilibrium measure for logarithmic potentials in the presence of an external field
- Level-spacing distributions and the Airy kernel
- Random Hermitian matrices in an external field
- Correlations of nearby levels induced by a random potential
- First colonization of a hard-edge in random matrix theory
- Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes
- Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Large \(n\) limit of Gaussian random matrices with external source. II
- 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
- Asymptotic analysis of random matrices with external source and a family of algebraic curves
- Dyson's nonintersecting Brownian motions with a few outliers
- Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory