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arXiv · 2608.01531

Multilevel limits of spiked random matrix minors

Benjamin Landon·Tara Stojimirovic
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Abstract

We consider the largest eigenvalues of minors of the classical Gaussian random matrices with a finite rank spike in the critical BBP regime. We show that they converge to a multi-level interlacing particle system whose lowest level is the Airy$_\beta$ point process. Our construction and scaling limits extend in a natural way to non-classical $\beta >0$.

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Benjamin Landon, Tara Stojimirovic. 2026-08-02. Multilevel limits of spiked random matrix minors. https://arxiv.org/abs/2608.01531

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