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Rank 1 perturbations in random matrix theory — A review of exact results
Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2023-08-19 , DOI: 10.1142/s2010326323300012
Peter J. Forrester 1
Affiliation  

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.



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1扰动。本次审查考虑的是加性排名1埃尔米特高斯系综的扰动,乘法阶1Wishart 系综的扰动和等级1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1扰动。

更新日期:2023-08-21
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