Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2023-08-19 , DOI: 10.1142/s2010326323300012 Peter J. Forrester 1
A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank perturbation. Considered in this review are the additive rank perturbation of the Hermitian Gaussian ensembles, the multiplicative rank perturbation of the Wishart ensembles, and rank 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 perturbation.
中文翻译:
随机矩阵理论中的 1 阶扰动——精确结果回顾
许多随机矩阵系综允许精确确定其特征值和特征向量统计量,从而在一个等级下保持此属性扰动。本次审查考虑的是加性排名埃尔米特高斯系综的扰动,乘法阶Wishart 系综的扰动和等级埃尔米特矩阵和酉矩阵的扰动产生了特征值的二维支持。整个重点是精确的公式,这些公式通常是各种可积结构的结果。最简单的是行列式点过程,其他过程则与某些随机三对角矩阵的公式所隐含的偏微分方程有关。还应注意排名设置中的特征向量重叠扰动。