For every β>0, the rescaled largest eigenvalues of the minors of a critically spiked Gaussian random matrix converge to a multilevel interlacing particle system built from the Airy-β point process.
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Multilevel limits of spiked random matrix minors
For every β>0, the rescaled largest eigenvalues of the minors of a critically spiked Gaussian random matrix converge to a multilevel interlacing particle system built from the Airy-β point process.