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Related papers: Eigenvectors of non normal random matrices

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We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…

Functional Analysis · Mathematics 2022-07-13 Daniel Bartl , Shahar Mendelson

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

We investigate eigenvector statistics of the Truncated Unitary ensemble $\mathrm{TUE}(N,M)$ in the weakly non-unitary case $M=1$, that is when only one row and column are removed. We provide an explicit description of generalized overlaps…

Probability · Mathematics 2023-02-02 Guillaume Dubach

We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a…

Mathematical Physics · Physics 2018-05-09 Gernot Akemann , Milan Cikovic

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…

Probability · Mathematics 2017-12-21 Radosław Adamczak

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

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

High Energy Physics - Theory · Physics 2024-12-16 Nicolas Delporte , Naoki Sasakura

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…

Probability · Mathematics 2016-06-28 Alan Edelman , A. Guionnet , S. Péché

We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…

Disordered Systems and Neural Networks · Physics 2011-08-26 A. Goetschy , S. E. Skipetrov

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 study, count and locate the exceptional points where eigenvalues collide for certain families of matrices $$R(s,t) = \cos(s \pi / 2)C + \sin(s \pi / 2)U(t), \quad s,t \in [0,1]$$ where $C$ is a realization of a Ginibre random matrix, or…

Probability · Mathematics 2025-06-24 Carlos Vargas

We investigate delocalization phenomena for eigenvectors of real random matrices that are invariant by orthogonal transformations. A specific phenomenon with these ensembles is that an eigenvector is typically more localized when its…

Probability · Mathematics 2026-02-12 Lucas Benigni , Simon Coste , Guillaume Dubach

We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…

Mathematical Physics · Physics 2014-06-10 Gernot Akemann , Zdzislaw Burda , Mario Kieburg , Taro Nagao

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 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

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

Let $\sigma_n(\cdot)$ denote the least singular value of a $n \times n$ matrix. It is well-known that $\mathbb{P}[\sigma_n(A) \le \varepsilon] \le \varepsilon n$ if $A$ is drawn from the real Ginibre ensemble of $n \times n$ matrices and…

Probability · Mathematics 2022-06-10 Edward Zeng

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

This is part II of a review relating to the three classes of random non-Hermitian Gaussian matrices introduced by Ginibre in 1965. While part I restricted attention to the GinUE (Ginibre unitary ensemble) case of complex elements, in this…

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