{"title":"随机矩阵理论中的秩1扰动——精确结果综述","authors":"Peter J. Forrester","doi":"10.1142/s2010326323300012","DOIUrl":null,"url":null,"abstract":"<p>A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank <span><math altimg=\"eq-00001.gif\" display=\"inline\" overflow=\"scroll\"><mn>1</mn></math></span><span></span> perturbation. Considered in this review are the additive rank <span><math altimg=\"eq-00002.gif\" display=\"inline\" overflow=\"scroll\"><mn>1</mn></math></span><span></span> perturbation of the Hermitian Gaussian ensembles, the multiplicative rank <span><math altimg=\"eq-00003.gif\" display=\"inline\" overflow=\"scroll\"><mn>1</mn></math></span><span></span> perturbation of the Wishart ensembles, and rank <span><math altimg=\"eq-00004.gif\" display=\"inline\" overflow=\"scroll\"><mn>1</mn></math></span><span></span> 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 <span><math altimg=\"eq-00005.gif\" display=\"inline\" overflow=\"scroll\"><mn>1</mn></math></span><span></span> perturbation.</p>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Rank 1 perturbations in random matrix theory — A review of exact results\",\"authors\":\"Peter J. Forrester\",\"doi\":\"10.1142/s2010326323300012\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank <span><math altimg=\\\"eq-00001.gif\\\" display=\\\"inline\\\" overflow=\\\"scroll\\\"><mn>1</mn></math></span><span></span> perturbation. Considered in this review are the additive rank <span><math altimg=\\\"eq-00002.gif\\\" display=\\\"inline\\\" overflow=\\\"scroll\\\"><mn>1</mn></math></span><span></span> perturbation of the Hermitian Gaussian ensembles, the multiplicative rank <span><math altimg=\\\"eq-00003.gif\\\" display=\\\"inline\\\" overflow=\\\"scroll\\\"><mn>1</mn></math></span><span></span> perturbation of the Wishart ensembles, and rank <span><math altimg=\\\"eq-00004.gif\\\" display=\\\"inline\\\" overflow=\\\"scroll\\\"><mn>1</mn></math></span><span></span> 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 <span><math altimg=\\\"eq-00005.gif\\\" display=\\\"inline\\\" overflow=\\\"scroll\\\"><mn>1</mn></math></span><span></span> perturbation.</p>\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2023-08-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s2010326323300012\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s2010326323300012","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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 perturbation. Considered in this review are the additive rank perturbation of the Hermitian Gaussian ensembles, the multiplicative rank perturbation of the Wishart ensembles, and rank 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 perturbation.