{"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":54329,"journal":{"name":"Random Matrices-Theory and Applications","volume":"13 20","pages":""},"PeriodicalIF":0.9000,"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\":54329,\"journal\":{\"name\":\"Random Matrices-Theory and Applications\",\"volume\":\"13 20\",\"pages\":\"\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2023-08-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Matrices-Theory and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1142/s2010326323300012\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Matrices-Theory and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s2010326323300012","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"PHYSICS, MATHEMATICAL","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.
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.