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The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source, part I
largest eigenvalue of real symmetric Hermitian and Hermitian self-dual random matrix rank one external source
2011/2/22
We consider the limiting location and limiting distribution of the largest eigenvalue in real
symmetric (β = 1), Hermitian (β = 2), and Hermitian self-dual (β = 4) random matrix models
with rank 1 e...