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arXiv 1601.00511math-phmath.CVmath.MPmath.PR
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硬边随机矩阵系综的高斯扰动

Gaussian perturbations of hard edge random matrix ensembles

Tom Claeys, Antoine Doeraene

摘要:

本文研究了具有$S=M+εH$形式的随机Hermitian $n\times n$矩阵的特征值相关性,其中$H$是GUE矩阵,$ε>0$,$M$是正定Hermitian随机矩阵,独立于$H$,其特征值密度是多项式系综.我们发现,有一个软到硬的边缘过渡的微观行为$S$接近$0$的本征值,如果$ε$往往$0$连同$n\to +\infty$在临界速度,取决于随机矩阵$M$。在双尺度极限下,我们得到了一族新的极限特征值相关核。我们应用我们的一般结果的情况下,其中(i)$M$是一个Laguerre/Wishart随机矩阵,(ii)$M=G^*G$与$G$的产品的Gibre矩阵,(iii)$M=T^*T$与$T$的产品的Haar分布酉矩阵的截断,和(iv)的特征值的$M$遵循Muttalib-Borodin双正交系综。

英文摘要:

We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+εH$, where $H$ is a GUE matrix, $ε>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose eigenvalue density is a polynomial ensemble. We show that there is a soft-to-hard edge transition in the microscopic behaviour of the eigenvalues of $S$ close to $0$ if $ε$ tends to $0$ together with $n\to +\infty$ at a critical speed, depending on the random matrix $M$. In a double scaling limit, we obtain a new family of limiting eigenvalue correlation kernels. We apply our general results to the cases where (i) $M$ is a Laguerre/Wishart random matrix, (ii) $M=G^*G$ with $G$ a product of Ginibre matrices, (iii) $M=T^*T$ with $T$ a product of truncations of Haar distributed unitary matrices, and (iv) the eigenvalues of $M$ follow a Muttalib-Borodin biorthogonal ensemble.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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