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Rank one non-Hermitian perturbations of Hermitian $β$-ensembles
Published 15 Oct 2015 in math.PR, math-ph, math.MP, and math.SP | (1510.04456v1)
Abstract: For any $\beta>0$, we provide a tridiagonal matrix model and compute the joint eigenvalue density of a random rank one non-Hermitian perturbation of Gaussian and Laguerre $\beta$-ensembles of random matrices.
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