Extreme Eigenvalues and the Emerging Outlier in Rank-One Non-Hermitian Deformations of the Gaussian Unitary Ensemble

Complex eigenvalues of random matrices J = GUE + i(gamma)diag(1,0, ... ,0) provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the limit of large matrix dimensions N >> 1 the eigenvalue density of J undergoes an abrupt restructuring at gamma = 1, the critical threshold beyond which a single eigenvalue outlier ("broad resonance") appears. We provide a detailed description of this restructuring transition, including the scaling with N of the width of the critical region about the outlier threshold gamma = 1 and the associated scaling for the real parts ("resonance positions") and imaginary parts ("resonance widths") of the eigenvalues which are farthest away from the real axis. In the critical regime we determine the density of such extreme eigenvalues, and show how the outlier gradually separates itself from the rest of the extreme eigenvalues. Finally, we describe the fluctuations in the height of the eigenvalue outlier for large but finite N in terms of the associated large deviation function.