Physics – Mathematical Physics
Scientific paper
2010-05-18
Physics
Mathematical Physics
16 pages, no figures
Scientific paper
A bordering of GUE matrices is considered, in which the bordered row consists of zero mean complex Gaussians N$[0,\sigma/2] + i {\rm N}[0,\sigma/2]$ off the diagonal, and the real Gaussian N$[\mu,\sigma/\sqrt{2}]$ on the diagonal. We compute the explicit form of the eigenvalue probability function for such matrices, as well as that for matrices obtained by repeating the bordering. The correlations are in general determinantal, and in the single bordering case the explicit form of the correlation kernel is computed. In the large $N$ limit it is shown that $\mu$ and/or $\sigma$ can be tuned to induce a separation of the largest eigenvalue. This effect is shown to be controlled by a single parameter, universal correlation kernel.
Bassler Kevin E.
Forrester Peter J.
Frankel Norman E.
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