English

Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge

Mathematical Physics 2024-06-13 v2 math.MP

Abstract

Sensitivity of an eigenvalue λi\lambda_i to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as κi=<LiLi><RiRi>\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }, where <Li\left<L_i\right| and Ri>\left|R_i\right> are left and right eigenvectors to the eigenvalue λi\lambda_i. In Random Matrix Theory the squared eigenvalue condition number is also known as the eigenvector self-overlap. In this work we calculate the asymptotics of the joint probability density function of the real eigenvalue and the square of the corresponding eigenvalue condition number for the real elliptic ensemble in the double scaling regime of almost Hermiticity and close to the edge of the spectrum. As a byproduct, we also calculate the one-parameter deformation of the Scorer's function.

Keywords

Cite

@article{arxiv.2401.03249,
  title  = {Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge},
  author = {Wojciech Tarnowski},
  journal= {arXiv preprint arXiv:2401.03249},
  year   = {2024}
}

Comments

11 pages, 3 figures