Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for all values of the external source. There is a transitional phenomenon, which is universal for convex potentials. However, for non-convex potentials, new types of transition may occur. The higher rank external source is analyzed in the subsequent paper. 1 Introduction and results 1.
International audienceWe consider matrices formed by a random $N\times N$ matrix drawn from the Gaus...
We consider large complex random sample covariance matrices obtained from ``spiked populations'', th...
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue den...
Consider a Hermitian matrix model under an external potential with spiked external source. When the ...
This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermiti...
Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding...
Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding...
Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalu...
Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting B...
An important topic in random matrix theory is the study of the statistical properties of the eigenva...
We study Hermitian random matrix models with an external source matrix which has equispaced eigenval...
It is now believed that the limiting distribution function of the largest eigenvalue in the...
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices dev...
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free ...
We consider unitary random matrix ensembles Z(n,s,t)(-1)e(-ntr) V(s,t(M))dM on the space of Hermitia...
International audienceWe consider matrices formed by a random $N\times N$ matrix drawn from the Gaus...
We consider large complex random sample covariance matrices obtained from ``spiked populations'', th...
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue den...
Consider a Hermitian matrix model under an external potential with spiked external source. When the ...
This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermiti...
Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding...
Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding...
Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalu...
Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting B...
An important topic in random matrix theory is the study of the statistical properties of the eigenva...
We study Hermitian random matrix models with an external source matrix which has equispaced eigenval...
It is now believed that the limiting distribution function of the largest eigenvalue in the...
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices dev...
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free ...
We consider unitary random matrix ensembles Z(n,s,t)(-1)e(-ntr) V(s,t(M))dM on the space of Hermitia...
International audienceWe consider matrices formed by a random $N\times N$ matrix drawn from the Gaus...
We consider large complex random sample covariance matrices obtained from ``spiked populations'', th...
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue den...