Rank one non-Hermitian perturbations of Hermitian β-ensembles
classification
🧮 math.PR
math-phmath.MPmath.SP
keywords
betaensemblesnon-hermitianrandomrankcomputedensityeigenvalue
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For any $\beta>0$, we provide a tridiagonal matrix model and compute the joint eigenvalue density of a random rank one non-Hermitian perturbation of Gaussian and Laguerre $\beta$-ensembles of random matrices.
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