English

Spectral Moments of the real Ginibre ensemble

Mathematical Physics 2024-04-05 v2 math.MP Probability

Abstract

The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large NN expansions. These topics are inter-related. For example, a third order differential equation can be derived for the density of the real eigenvalues, and this can be used to deduce a second order difference equation for the general complex moments M2prM_{2p}^{\rm r}. The latter are expressed in terms of the 3F2{}_3 F_2 hypergeometric functions, with a simplification to the 2F1{}_2 F_1 hypergeometric function possible for p=0p=0 and p=1p=1, allowing for the large NN expansion of these moments to be obtained. The large NN expansion involves both integer and half integer powers of 1/N1/N. The three term recurrence then provides the large NN expansion of the full sequence {M2pr}p=0\{ M_{2p}^{\rm r} \}_{p=0}^\infty. Fourth and third order linear differential equations are obtained for the moment generating function and for the Stieltjes transform of the real density, respectively, and properties of the large NN expansion of these quantities are determined.

Keywords

Cite

@article{arxiv.2312.08896,
  title  = {Spectral Moments of the real Ginibre ensemble},
  author = {Sung-Soo Byun and Peter J. Forrester},
  journal= {arXiv preprint arXiv:2312.08896},
  year   = {2024}
}

Comments

14 pages; v2 15 pages, accepted for publication in Ramanujan J