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Related papers: Powers of Ginibre Eigenvalues

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We consider the density of complex eigenvalues, $\rho(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two…

Mathematical Physics · Physics 2024-07-10 Mark J. Crumpton , Tim R. Würfel

Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two independent Girko matrices, its entries are dependent and…

Probability · Mathematics 2026-03-19 Djalil Chafaï , David García-Zelada , Yuan Yuan Xu

Let $X_{m} = G_{1}\ldots G_{m}$ denote the product of $m$ independent random matrices of size $N \times N$, with each matrix in the product consisting of independent standard Gaussian variables. Denoting by $N_{\mathbb{R}}(m)$ the total…

Probability · Mathematics 2017-02-01 Nick Simm

Consider two types of products of independent random matrices, including products of Ginibre matrices and inverse Ginibre matrices and products of truncated Haar unitary matrices and inverse truncated Haar matrices. Each product matrix has…

Probability · Mathematics 2025-06-13 Shuhua Chang , Tiefeng Jiang , Yongcheng Qi

We discuss the product of independent induced quaternion ($\beta=4$) Ginibre matrices, and the eigenvalue correlations of this product matrix. The joint probability density function for the eigenvalues of the product matrix is shown to be…

Mathematical Physics · Physics 2015-06-12 J. R. Ipsen

We study the overlaps between eigenvectors of nonnormal matrices. They quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Well known work by Chalker and Mehlig calculated the…

Probability · Mathematics 2021-02-03 Paul Bourgade , Guillaume Dubach

Let $\Pi$ be a translation invariant point process on the complex plane $\C$ and let $\D \subset \C$ be a bounded open set whose boundary has zero Lebesgue measure. We study the conditional distribution of the points of $\Pi$ inside $\D$…

Probability · Mathematics 2012-11-16 Subhro Ghosh

We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble (IUE) is equal to the eigenvalue density of n-th power of a single matrix from this ensemble, in the…

Statistical Mechanics · Physics 2013-05-30 Z. Burda , M. A. Nowak , A. Swiech

We study analytically the Chalker-Mehlig mean diagonal overlap $\mathcal{O}(z)$ between left and right eigenvectors associated with a complex eigenvalue $z$ of $N\times N$ matrices in the real Ginibre ensemble (GinOE). We first derive a…

Mathematical Physics · Physics 2023-10-09 Tim R. Würfel , Mark J. Crumpton , Yan V. Fyodorov

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

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

Mathematical Physics · Physics 2026-04-28 Margherita Disertori , Yan V. Fyodorov

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We give a simple derivation of all $n$-point densities for the eigenvalues of the real Ginibre ensemble with even dimension $N$ as quaternion determinants. A very simple symplectic kernel governs both, the real and complex correlations.…

Statistical Mechanics · Physics 2007-06-13 Hans-Jürgen Sommers

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

Let $k$ be an algebraically closed field of characteristic $p>0$, let G=GL_n be the general linear group over $k$, let g=gl_n be its Lie algebra and let $D_s$ be subalgebra of the divided power algebra of g^* spanned by the divided power…

Representation Theory · Mathematics 2024-11-25 Rudolf Tange

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

We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…

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

We study the limiting distribution of the eigenvalues of the Ginibre ensemble conditioned on the event that a certain proportion lie in a given region of the complex plane. Using an equivalent formulation as an obstacle problem, we describe…

Probability · Mathematics 2013-04-09 Scott N. Armstrong , Sylvia Serfaty , Ofer Zeitouni

Let R be a commutative ring and let G be a free R-module with positive rank e. For any R-submodule E of G we may consider the image of the symmetric algebra of E by the natural map to the symmetric algebra of G, and then the graded…

Commutative Algebra · Mathematics 2007-05-23 Ana L. Branco Correia , Santiago Zarzuela