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

Abstract

We use supersymmetry to calculate exact spectral densities for a class of complex random matrix models having the form M=S+LXR, where X is a random noise part X, and S,L,R are fixed structure parts. This is a certain version of the "external field" random matrix models. We find twofold 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 S leads to a qualitatively different behavior of the eigenvalue densities.