Phase transition of eigenvalues in deformed Ginibre ensembles
Abstract
Consider a random matrix of size as an additive deformation of the complex Ginibre ensemble under a deterministic matrix with a finite rank, independent of . When some eigenvalues of separate from the unit disk, outlier eigenvalues may appear asymptotically in the same locations, and their fluctuations exhibit surprising phenomena that highly depend on the Jordan canonical form of . These findings are largely due to Benaych-Georges and Rochet \cite{BR}, Bordenave and Capitaine \cite{BC16}, and Tao \cite{Ta13}. When all eigenvalues of lie inside the unit disk, we prove that local eigenvalue statistics at the spectral edge form a new class of determinantal point processes, for which correlation kernels are characterized in terms of the repeated erfc integrals. This thus completes a non-Hermitian analogue of the BBP phase transition in Random Matrix Theory. Similar results hold for the deformed real quaternion Ginibre ensemble.
Keywords
Cite
@article{arxiv.2204.13171,
title = {Phase transition of eigenvalues in deformed Ginibre ensembles},
author = {Dang-Zheng Liu and Lu Zhang},
journal= {arXiv preprint arXiv:2204.13171},
year = {2022}
}
Comments
74 pages, typos corrected and references updated