随机矩阵理论中的秩1扰动——精确结果综述

Pub Date : 2023-08-19 DOI:10.1142/s2010326323300012
Peter J. Forrester
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引用次数: 6

摘要

允许精确确定其特征值和特征向量统计的许多随机矩阵系综在秩1扰动下保持这种性质。在这篇综述中,考虑了埃尔米特-高斯系综的加性秩1扰动、Wishart系综的乘性秩1微扰以及埃尔米特矩阵和酉矩阵的秩1扰动,这些扰动产生了对特征值的二维支持。贯穿始终的焦点是精确公式,它通常是各种可积结构的结果。最简单的是行列式点过程,其他的则与偏微分方程有关,这些偏微分方程是由某些随机三对角矩阵的公式所暗示的。还注意在秩1扰动的设置中的特征向量重叠。
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Rank 1 perturbations in random matrix theory — A review of exact results

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.

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