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We describe in detail the solution of the extension of the chiral Gaussian Unitary Ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we…

High Energy Physics - Theory · Physics 2008-11-26 G. Akemann

We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. M. Garcia-Garcia , S. M. Nishigaki , J. J. M. Verbaarschot

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…

Mathematical Physics · Physics 2007-11-22 M. Y. Mo

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

Mathematical Physics · Physics 2021-11-04 Boris A. Khoruzhenko , Serhii Lysychkin

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

Mathematical Physics · Physics 2015-10-28 Gernot Akemann , Jesper R. Ipsen

The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…

Mathematical Physics · Physics 2025-08-07 Peter J. Forrester

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

We analyze the numerical range of high-dimensional random matrices, obtaining limit results and corresponding quantitative estimates in the non-limit case. For a large class of random matrices their numerical range is shown to converge to a…

Operator Algebras · Mathematics 2014-05-13 Benoît Collins , Piotr Gawron , Alexander E. Litvak , Karol Życzkowski

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

Complex Variables · Mathematics 2016-12-15 Robert J. Berman

We consider the ensemble of Real Ginibre matrices with a positive fraction $\alpha>0$ of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and we introduce a two phase log-gas…

Mathematical Physics · Physics 2015-09-29 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul , Gilles Wainrib

We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…

Statistical Mechanics · Physics 2023-04-11 Saumya Shivam , Andrea De Luca , David A. Huse , Amos Chan

It has been shown by Akemann, Ipsen and Kieburg that the squared singular values of products of $M$ rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a…

Probability · Mathematics 2015-06-09 Dang-Zheng Liu , Dong Wang , Lun Zhang

We consider the problem of computation of the correlation functions for the z-measures with the deformation (Jack) parameters 2 or 1/2. Such measures on partitions are originated from the representation theory of the infinite symmetric…

Mathematical Physics · Physics 2009-11-13 Eugene Strahov

We consider three Ginibre ensembles (real, complex and quaternion-real) with a deformed measure and relate them to the known integrable systems via presenting partition functions of these ensembles in form of fermionic expectation values.…

Mathematical Physics · Physics 2015-01-15 Alexander Orlov

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

Probability · Mathematics 2008-06-05 Holger Kösters

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

Probability · Mathematics 2007-05-23 Brian Rider

A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its $k$-point correlation function in the bulk away from the real line converges to a universal…

Probability · Mathematics 2024-04-29 Sofiia Dubova , Kevin Yang

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin
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