Edge effects in some perturbations of the Gaussian unitary ensemble

Abstract

A bordering of Gaussian unitary ensemble matrices is considered, in which the bordered row consists of zero mean complex Gaussians N[0, σ/2] + iN[0, σ/2] off the diagonal and the real Gaussian N \documentclass[12pt]{minimal}\begin{document}$[\mu ,\sigma /\sqrt{2}]$\end{document}[μ,σ/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 μ and/or σ can be tuned to induce a separation of the largest..