English

Spectral properties of non-Hermitian real random matrices with long-range correlations

Disordered Systems and Neural Networks 2026-05-26 v1 Statistical Mechanics Probability

Abstract

We investigate the spectral properties of non-Hermitian real random matrices whose entries exhibit long-range correlations decaying as~rrα|r-r'|^{-\alpha}. We find a progressive breakdown of the circular law, controlled by the decrease of~α\alpha. In all cases, the radial eigenvalue density decreases away from the origin. At~α>1\alpha>1, an effective radius, reminiscent of the circular law, is retrieved, while instead, for~α<1\alpha<1, 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~α=1\alpha=1 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