  The eigenvalue density for members of the Gaussian orthogonal and unitary
ensembles follows the Wigner semi-circle law. If the Gaussian entries are all
shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in
the large N limit a single eigenvalue will separate from the support of the
Wigner semi-circle provided c > 1. In this study, using an asymptotic analysis
of the secular equation for the eigenvalue condition, we compare this effect to
analogous effects occurring in general variance Wishart matrices and matrices
from the shifted mean chiral ensemble. We undertake an analogous comparative
study of eigenvalue separation properties when the size of the matrices are
fixed and c goes to infinity, and higher rank analogues of this setting. This
is done using exact expressions for eigenvalue probability densities in terms
of generalized hypergeometric functions, and using the interpretation of the
latter as a Green function in the Dyson Brownian motion model. For the shifted
mean Gaussian unitary ensemble and its analogues an alternative approach is to
use exact expressions for the correlation functions in terms of classical
orthogonal polynomials and associated multiple generalizations. By using these
exact expressions to compute and plot the eigenvalue density, illustrations of
the various eigenvalue separation effects are obtained.
