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arXiv 2201.00324math-phmath.MP
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随机矩阵理论中的秩$1$扰动--精确结果的回顾

Rank $1$ perturbations in random matrix theory -- a review of exact results

Peter J. Forrester

摘要:

允许精确确定其特征值和特征向量统计的随机矩阵集合的数量在秩$1$扰动下保持该属性。在这篇评论中考虑的是加法秩$1$扰动的厄米特高斯系综,乘法秩$1$扰动的Wishart系综,秩$1$扰动厄米特和酉矩阵引起的二维支持的特征值。整个过程的重点是精确公式,这些公式通常是各种可积结构的结果。最简单的是,一个决定点过程,与其他有关的偏微分方程隐含的配方在某些随机三对角矩阵。还注意到特征向量重叠的秩$1$扰动的设置。

英文摘要:

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the Hermitian Gaussian ensembles, the multiplicative rank $1$ perturbation of the Wishart ensembles, and rank $1$ perturbations of Hermitian and unitary matrices giving rise to a two-dimensional support for the eigenvalues. The focus throughout is on exact formulas, which are typically the result of various integrable structures. The simplest is that of a determinantal point process, with others relating to partial differential equations implied by a formulation in terms of certain random tridiagonal matrices. Attention is also given to eigenvector overlaps in the setting of a rank $1$ perturbation.

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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