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We study the Ginibre ensemble of $N \times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the…

We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…

Probability · Mathematics 2022-10-26 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

Disordered Systems and Neural Networks · Physics 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla

Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

Statistical Mechanics · Physics 2009-11-07 E. Kanzieper

The numerical range of a non-normal matrix plays a central role as a descriptor of non-normal effects beyond spectral information. We study a class of fundamental non-Hermitian random matrix ensembles that interpolate between the Hermitian…

Probability · Mathematics 2026-04-01 Sung-Soo Byun , Joo Young Park

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…

Probability · Mathematics 2022-01-26 Gernot Akemann , Sung-Soo Byun , Nam-Gyu Kang

We study the images of the complex Ginibre eigenvalues under the power maps $\pi_M: z \mapsto z^M$, for any integer $M$. We establish the following equality in distribution, $$ {\rm{Gin}}(N)^M \stackrel{d}{=} \bigcup_{k=1}^M {\rm{Gin}}…

Probability · Mathematics 2019-11-05 Guillaume Dubach

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Probability · Mathematics 2022-06-30 Dang-Zheng Liu , Lu Zhang

We study the deformed complex Ginibre ensemble $H=A_0+H_0$, where $H_0$ is the complex matrix with iid Gaussian entries, and $A_0$ is some general $n\times n$ matrix (it can be random and in this case it is independent of $H_0$). Assuming…

Mathematical Physics · Physics 2025-07-03 Ievgenii Afanasiev , Mariya Shcherbina , Tatyana Shcherbina

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…

Other Condensed Matter · Physics 2009-11-11 K. A. Muttalib , J. R. Klauder

We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.

Probability · Mathematics 2022-01-05 Arka Adhikari , Marius Lemm

As a hybrid of artificial intelligence and quantum computing, quantum neural networks (QNNs) have gained significant attention as a promising application on near-term, noisy intermediate-scale quantum (NISQ) devices. Conventional QNNs are…

Quantum Physics · Physics 2024-04-09 Yadong Wu , Juan Yao , Pengfei Zhang , Xiaopeng Li

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

Probability · Mathematics 2025-10-27 Gernot Akemann , Sung-Soo Byun , Yong-Woo Lee

We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying…

Mathematical Physics · Physics 2018-09-26 Jacek Grela , Piotr Warchoł

We introduce the first random matrix model of a complex $\beta$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $\beta$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys.,…

Mathematical Physics · Physics 2025-04-21 Francesco Mezzadri , Henry Taylor

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

Probability · Mathematics 2010-06-16 Djalil Chafai

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti