Spectra of random Hermitian matrices with a small-rank external source: supercritical and subcritical regimes      Spectra of random Hermitian matrices  small-rank external source: supercritical  subcritical regimes        font style='font-size:12px;'> 2010/12/9

Random Hermitian matrices with a source term arise, for instance, in the study of non-ntersecting Brownian walkers [1, 20] and sample covariance matrices [4]. We consider the case when the n × n exter...

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