Multiplicative non-Hermitian perturbations of classical $\beta$-ensembles

Abstract

We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma )H$, $\mathrm{rank}\Gamma =1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.

arXiv commentSome improvements over the previous version

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