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

Gökalp Alpan, Rostyslav Kozhan

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, Laguerr…