Spectral properties of non-Hermitian real random matrices with long-range correlations
Abstract
We investigate the spectral properties of non-Hermitian real random matrices whose entries exhibit long-range correlations decaying as~. We find a progressive breakdown of the circular law, controlled by the decrease of~. In all cases, the radial eigenvalue density decreases away from the origin. At~, an effective radius, reminiscent of the circular law, is retrieved, while instead, for~, the eigenvalue distribution broadens with matrix size and its spectral radius grows like a power law, with exponents numerically close to the exponents controlling the magnitude of fluctuations in the extended central limit theorem. The case~ appears as a case with self-similar eigenvalue density, and slowly growing spectral radius. Long-range correlations also enhance clustering of real eigenvalues and slow the resorption of the Saturn effect. These results reveal a correlation-driven transition and suggest the emergence of a new universality class for correlated non-Hermitian random matrices.
Keywords
Cite
@article{arxiv.2605.25736,
title = {Spectral properties of non-Hermitian real random matrices with long-range correlations},
author = {Ulysse Marquis},
journal= {arXiv preprint arXiv:2605.25736},
year = {2026}
}
Comments
7 pages, 6 figures, accepted at Phys. Rev. E