Related papers: General Eigenvalue Correlations for the Real Ginib…
In this work we find a unifying scheme for the known explicit complex-valued eigenfunctions on the classical compact Riemannian symmetric spaces. For this we employ the well-known Cartan embedding for those spaces. This also leads to the…
We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…
Recently, Riemannian Gaussian distributions were defined on spaces of positive-definite real and complex matrices. The present paper extends this definition to the space of positive-definite quaternion matrices. In order to do so, it…
For nonrelativistic Hamiltonians which are shape invariant, analytic expressions for the eigenvalues and eigenvectors can be derived using the well known method of supersymmetric quantum mechanics. Most of these Hamiltonians also possess…
Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…
We construct a family of involutions on the space $\mathfrak{gl}_n'(\mathbb C)$ of $n\times n$ matrices with real eigenvalues interpolating the complex conjugation and the transpose. We deduce from it a stratified homeomorphism between the…
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…
The Ginibre ensemble of complex random Hamiltonian matrices $H$ is considered. Each quantum system described by $H$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. For generic…
The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…
We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…
We show that some of the best-known matrix decompositions of some of the best-known random matrix ensembles give us the unique $G$-invariant uniform distributions on some of the best-known manifolds. The eigenvectors distributions of the…
We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…
In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…
We study the distribution of the eigenvalue condition numbers $\kappa_i=\sqrt{ (\mathbf{l}_i^* \mathbf{l}_i)(\mathbf{r}_i^* \mathbf{r}_i)}$ associated with real eigenvalues $\lambda_i$ of partially asymmetric $N\times N$ random matrices…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles and their chiral complex counterparts, with…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…
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…
The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…