English
Related papers

Related papers: Ornstein-Uhlenbeck diffusion of hermitian and non-…

200 papers

We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a non-trivial way, leading to…

Mathematical Physics · Physics 2014-10-31 Zdzisław Burda , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…

Disordered Systems and Neural Networks · Physics 2015-06-25 B. Mehlig , J. T. Chalker

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

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…

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

We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random…

Disordered Systems and Neural Networks · Physics 2009-10-31 J. T. Chalker , B. Mehlig

Non-Hermitian random matrices enjoy non-trivial correlations in the statistics of their eigenvectors. We study the overlap among left and right eigenvectors in Ginibre ensembles with quaternion valued Gaussian matrix elements. This concept…

Mathematical Physics · Physics 2020-04-17 Gernot Akemann , Yanik-Pascal Förster , Mario Kieburg

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Mehlig , M. Santer

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…

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

A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…

Mathematical Physics · Physics 2015-05-28 J. Fischmann , W. Bruzda , B. A. Khoruzhenko , H. -J. Sommers , K. Zyczkowski

As is widely known, a non-Hermitian matrix exhibits distinct left and right eigenvectors, which form a bi-orthogonal system. Chalker and Mehling initiated the study of the joint statistics of the eigenvalues and the overlaps defined by the…

Mathematical Physics · Physics 2023-10-25 Kohei Noda

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…

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

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

Mathematical Physics · Physics 2016-04-20 Peter J. Forrester

We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…

Mathematical Physics · Physics 2024-03-22 Mark J. Crumpton , Yan V. Fyodorov , Tim R. Würfel

This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…

Mathematical Physics · Physics 2009-12-01 B. A. Khoruzhenko , H. -J. Sommers

We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…

Mathematical Physics · Physics 2023-03-14 Thomas Bothner , Alex Little

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

. We study the statistical properties of the eigenvalues of non-Hermitian operators assoicated with the dissipative complex systems. By considering the Gaussian ensembles of such operators, a hierarchical relation between the correlators is…

Statistical Mechanics · Physics 2024-12-11 Pragya Shukla

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex…

Probability · Mathematics 2022-08-09 Satoshi Yabuoku
‹ Prev 1 2 3 10 Next ›