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What is the probability that a large random matrix has no real eigenvalues?

Probability 2016-11-02 v1 High Energy Physics - Theory Mathematical Physics math.MP Exactly Solvable and Integrable Systems

Abstract

We study the large-nn limit of the probability p2n,2kp_{2n,2k} that a random 2n×2n2n\times 2n matrix sampled from the real Ginibre ensemble has 2k2k real eigenvalues. We prove that, limn12nlogp2n,2k=limn12nlogp2n,0=12πζ(32),\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k}=\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,0}= -\frac{1}{\sqrt{2\pi}}\zeta\left(\frac{3}{2}\right), where ζ\zeta is the Riemann zeta-function. Moreover, for any sequence of non-negative integers (kn)n1(k_n)_{n\geq 1}, limn12nlogp2n,2kn=12πζ(32),\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k_n}=-\frac{1}{\sqrt{2\pi}}\zeta\left(\frac{3}{2}\right), provided limn(n1/2log(n))kn=0\lim_{n\rightarrow \infty} \left(n^{-1/2}\log(n)\right) k_{n}=0.

Keywords

Cite

@article{arxiv.1503.07926,
  title  = {What is the probability that a large random matrix has no real eigenvalues?},
  author = {Eugene Kanzieper and Mihail Poplavskyi and Carsten Timm and Roger Tribe and Oleg Zaboronski},
  journal= {arXiv preprint arXiv:1503.07926},
  year   = {2016}
}

Comments

23 pages, 1 figure

R2 v1 2026-06-22T09:03:21.076Z