Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes (Q664476)

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Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes
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    Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes (English)
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    2 March 2012
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    The paper refers to random Hamiltonian matrices with a small rank external source involving two distinct real valued eigenvalues. Basically the purpose is to extend some results which have been obtained previously on the largest eigenvalue of small rank perturbations of a random Hermitian matrix, and to this end, here, one considers a more general class of potential functions. Loosely speaking, one establishes the universality of the \(r\)-Airy kernel for a general class of analytic potentials characterized by a special class or multiplicity \(r\). The introduction of this paper is a paper by itself.
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    Riemann-Hilbert problem
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    asymptotic analysis
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    nonlinear steepest descent analysis
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    \(r\)-Airy kernel
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    critical phenomena
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