Year: 2026
Type: preprint
Abstract: We consider the largest eigenvalues of submatrices of the classical Gaussian random matrices with a finite rank spike in the critical BBP regime. We show that they converge to a multilevel interlacing particle system whose lowest level is the Airy$_β$ point process. Our construction and scaling limits extend in a natural way to non-classical $β>0$.
Source: arXiv (Cornell University)
Authors: Landon, Benjamin, Stojimirovic, Tara
Institution: University of Toronto
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7172414404