English
Related papers

Related papers: Powers of Ginibre Eigenvalues

200 papers

We establish a few properties of eigenvalues and eigenvectors of the quaternionic Ginibre ensemble (QGE), analogous to what is known in the complex Ginibre case. We first recover a version of Kostlan's theorem that was already noticed by…

Probability · Mathematics 2021-02-03 Guillaume Dubach

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

Mathematical Physics · Physics 2015-06-11 G. Akemann , Z. Burda

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

Probability · Mathematics 2017-11-29 Tiefeng Jiang , Yongcheng Qi

Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…

Probability · Mathematics 2025-09-08 Xinchen Hu , Yutao Ma

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

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

Probability · Mathematics 2015-02-27 Alan Edelman , Michael La Croix

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

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…

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

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 consider the product of \(k_{n}\) independent \(n\times n\) complex Ginibre matrices and denote its eigenvalues by \(Z_{1},\ldots ,Z_{n}\). Let \(\alpha = \lim_{n\to\infty} n / k_{n}\). Using the determinantal point process method, we…

Probability · Mathematics 2026-04-16 Yutao Ma , Xujia Meng

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

The integrable structure of Ginibre's Orthogonal Ensemble of random matrices is looked at through the prism of the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric Gaussian random…

Mathematical Physics · Physics 2007-05-23 Eugene Kanzieper , Gernot Akemann

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

The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…

Statistical Mechanics · Physics 2009-11-07 Maciej M. Duras

The Ginibre unitary ensemble (GinUE) consists of $N \times N$ random matrices with independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre, who showed that the eigenvalues form a determinantal point process with…

Mathematical Physics · Physics 2023-01-13 Sung-Soo Byun , Peter J. Forrester

We consider a planar Coulomb gas ensemble of size $N$ with the inverse temperature $\beta=2$ and external potential $Q(z)=|z|^2-2c \log|z-a|$, where $c>0$ and $a \in \mathbb{C}$. Equivalently, this model can be realised as $N$ eigenvalues…

Mathematical Physics · Physics 2025-05-16 Sung-Soo Byun , Seong-Mi Seo , Meng Yang

Complex systems, and in particular random neural networks, are often described by randomly interacting dynamical systems with no specific symmetry. In that context, characterizing the number of relevant directions necessitates fine…

Probability · Mathematics 2014-03-10 Romain Allez , Jonathan Touboul , Gilles Wainrib

The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…

Classical Analysis and ODEs · Mathematics 2016-05-04 N. S. Witte , P. J. Forrester

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…

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

We look at the eigenvalues of the complex Ginibre Ensemble of random matrices consisting of $N$ eigenvalues. We study the event that for $ {c \in [0,1]}$, $\lfloor cN \rfloor$ of the eigenvalues are located outside of a disk of radius $ R…

Probability · Mathematics 2025-11-18 Offer Kopelevitch
‹ Prev 1 2 3 10 Next ›