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• W1967173005 abstract "The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semicircle law. If the Gaussian entries are all shifted by a constant amount s/(2N)1/2, where N is the size of the matrix, in the large N limit a single eigenvalue will separate from the support of the Wigner semicircle provided s&gt;1. In this study, using an asymptotic analysis of the secular equation for the eigenvalue condition, we compare this effect to analogous effects occurring in general variance Wishart matrices and matrices from the shifted mean chiral ensemble. We undertake an analogous comparative study of eigenvalue separation properties when the sizes of the matrices are fixed and s→∞, and higher rank analogs of this setting. This is done using exact expressions for eigenvalue probability densities in terms of generalized hypergeometric functions and using the interpretation of the latter as a Green function in the Dyson Brownian motion model. For the shifted mean Gaussian unitary ensemble and its analogs, an alternative approach is to use exact expressions for the correlation functions in terms of classical orthogonal polynomials and associated multiple generalizations. By using these exact expressions to compute and plot the eigenvalue density, illustrations of the various eigenvalue separation effects are obtained." @default.
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• W1967173005 date "2009-03-01" @default.
• W1967173005 modified "2023-09-26" @default.
• W1967173005 title "Eigenvalue separation in some random matrix models" @default.
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• W1967173005 doi "https://doi.org/10.1063/1.3081391" @default.
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