Rank one non-Hermitian perturbations of Hermitian β-ensembles
Rostyslav Kozhan
所有作者
Rostyslav Kozhan
文献摘要
For any β>0, we provide a tridiagonal matrix model and compute the
joint eigenvalue density of a random rank one non-Hermitian perturbation of
Gaussian and Laguerre β-ensembles of random matrices.