English

Eigenvector statistics of the product of Ginibre matrices

Statistical Mechanics 2017-03-01 v2 Mathematical Physics math.MP Other Statistics

Abstract

We develop a method to calculate left-right eigenvector correlations of the product of mm independent N×NN\times N complex Ginibre matrices. For illustration, we present explicit analytical results for the vector overlap for a couple of examples for small mm and NN. We conjecture that the integrated overlap between left and right eigenvectors is given by the formula O=1+(m/2)(N1)O = 1 + (m/2)(N-1) and support this conjecture by analytical and numerical calculations. We derive an analytical expression for the limiting correlation density as NN\rightarrow \infty for the product of Ginibre matrices as well as for the product of elliptic matrices. In the latter case, we find that the correlation function is independent of the eccentricities of the elliptic laws.

Keywords

Cite

@article{arxiv.1610.09184,
  title  = {Eigenvector statistics of the product of Ginibre matrices},
  author = {Zdzisław Burda and Bartłomiej J. Spisak and Pierpaolo Vivo},
  journal= {arXiv preprint arXiv:1610.09184},
  year   = {2017}
}

Comments

25 pag., 8 fig - Typos fixed, minor improvements in presentation