Rank one non-Hermitian perturbations of Hermitian $\beta$-ensembles
Probability
2015-10-16 v1 Mathematical Physics
math.MP
Spectral Theory
Abstract
For any , we provide a tridiagonal matrix model and compute the joint eigenvalue density of a random rank one non-Hermitian perturbation of Gaussian and Laguerre -ensembles of random matrices.
Keywords
Cite
@article{arxiv.1510.04456,
title = {Rank one non-Hermitian perturbations of Hermitian $\beta$-ensembles},
author = {Rostyslav Kozhan},
journal= {arXiv preprint arXiv:1510.04456},
year = {2015}
}
Comments
18 pages