随机矩阵理论中的秩1扰动——精确结果综述

IF 0.9 4区 数学 Q4 PHYSICS, MATHEMATICAL
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。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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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来源期刊
Random Matrices-Theory and Applications
Random Matrices-Theory and Applications Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
1.90
自引率
11.10%
发文量
29
期刊介绍: Random Matrix Theory (RMT) has a long and rich history and has, especially in recent years, shown to have important applications in many diverse areas of mathematics, science, and engineering. The scope of RMT and its applications include the areas of classical analysis, probability theory, statistical analysis of big data, as well as connections to graph theory, number theory, representation theory, and many areas of mathematical physics. Applications of Random Matrix Theory continue to present themselves and new applications are welcome in this journal. Some examples are orthogonal polynomial theory, free probability, integrable systems, growth models, wireless communications, signal processing, numerical computing, complex networks, economics, statistical mechanics, and quantum theory. Special issues devoted to single topic of current interest will also be considered and published in this journal.
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