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Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure

Probability 2025-03-20 v1 Mathematical Physics math.MP

Abstract

We investigate the real eigenvalues of asymmetric Wishart matrices of size NN, indexed by the rectangular parameter νN\nu \in \mathbb{N} and the non-Hermiticity parameter τ[0,1]\tau \in [0,1]. The rectangular parameter ν\nu is either fixed or proportional to NN. The non-Hermiticity parameter τ\tau is either fixed or τ=1O(1/N)\tau = 1 - O(1/N), corresponding to the strongly and weakly non-Hermitian regimes, respectively. We establish a decomposition structure for the finite-NN correlation kernel of the real eigenvalues, which form Pfaffian point processes. Taking the symmetric limit τ=1\tau = 1, where the model reduces to the Laguerre orthogonal ensemble, this decomposition structure reduces to the known rank-one perturbation structure established by Adler, Forrester, Nagao, and van Moerbeke, as well as by Widom. Using the decomposition structure, we show that the expected number of real eigenvalues is proportional to N\sqrt{N} in the strongly non-Hermitian regime and to NN in the weakly non-Hermitian regime, providing explicit leading coefficients in both cases. Furthermore, we derive the limiting real eigenvalue densities, which recovers the Marchenko-Pastur distribution in the symmetric limit.

Keywords

Cite

@article{arxiv.2503.14942,
  title  = {Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure},
  author = {Sung-Soo Byun and Kohei Noda},
  journal= {arXiv preprint arXiv:2503.14942},
  year   = {2025}
}

Comments

42 pages, 5 figures