Spectra of Random Hermitian Matrices with a Small-Rank External Source: The Critical and Near-Critical Regimes

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the energy levels of the physical system. We consider the case when the n×n external source matrix has two distinct real eigenvalues: a with multiplicity r and zero with multiplicity n−r. For a Gaussian potential, it was shown by Péché (Probab. Theory Relat. Fields 134:127–173, 2006) that when r is fixed or grows sufficiently slowly with n (a small-rank source), r eigenvalues are expected to exit the main bulk for |a| large enough. Furthermore, at the critical value of a when the outliers are at the edge of a band, the eigenvalues at the edge are described by the r-Airy kernel. We establish the universality of the r-Airy kernel for a general class of analytic potentials for r=O(nγ) for 0≤γ<1/12.