Spectral Moments of the real Ginibre ensemble
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 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 . The latter are expressed in terms of the hypergeometric functions, with a simplification to the hypergeometric function possible for and , allowing for the large expansion of these moments to be obtained. The large expansion involves both integer and half integer powers of . The three term recurrence then provides the large expansion of the full sequence . 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 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