Exact spectral densities of complex noise-plus-structure random matrices

preprint2016arXivOpen access

Abstract

We use supersymmetry to calculate exact spectral densities for a class of complex random matrix models having the form M=S+LXRM=S+LXR, where XX is a random noise part XX and S,L,RS,L,R are fixed structure parts. This is a certain version of the "external field" random matrix models. We found two-fold integral formulas for arbitrary structural matrices. We investigate some special cases in detail and carry out numerical simulations. The presence or absence of a normality condition on SS leads to a qualitatively different behavior of the eigenvalue densities.

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