English
Related papers

Related papers: On the determinantal structure of conditional over…

200 papers

Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated…

Mathematical Physics · Physics 2025-04-18 Gernot Akemann , Noah Aygün , Mario Kieburg , Patricia Päßler

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 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 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

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 consider the roots of uniformly chosen complex and real reciprocal polynomials of degree $N$ whose Mahler measure is bounded by a constant. After a change of variables this reduces to a generalization of Ginibre's complex and real…

Classical Analysis and ODEs · Mathematics 2019-12-02 Christopher D. Sinclair , Maxim L. Yattselev

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 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

The real Ginibre ensemble consists of random $N \times N$ matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general $n$-point correlations for the real eigenvalues, and for the…

Statistical Mechanics · Physics 2015-06-16 Peter J. Forrester , Taro Nagao

We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…

Mathematical Physics · Physics 2018-03-19 Yan V Fyodorov , Jacek Grela , Eugene Strahov

We derive an accurate lower tail estimate on the lowest singular value $\sigma_1(X-z)$ of a real Gaussian (Ginibre) random matrix $X$ shifted by a complex parameter $z$. Such shift effectively changes the upper tail behaviour of the…

Numerical Analysis · Mathematics 2022-11-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

In this note, we study the determinantal structure of the $k$-th conditional expectation of the overlap for induced spherical unitary ensemble. We will show the universality for the scaling limits of the $k$-the conditional expectation of…

Mathematical Physics · Physics 2024-08-23 Kohei Noda

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

Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…

Probability · Mathematics 2015-01-20 Arno B. J. Kuijlaars , Dries Stivigny

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

In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius $R$ in all three Ginibre ensembles. We determine the mean and variance as functions of $R$ in the vicinity of the origin, where…

Mathematical Physics · Physics 2024-04-05 Gernot Akemann , Sung-Soo Byun , Markus Ebke , Gregory Schehr

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

Mathematical Physics · Physics 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

In this paper we study the limiting distribution of the $k$ smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a…

Probability · Mathematics 2012-07-19 Dai Shi , Yunjiang Jiang

We consider the ensemble of Real Ginibre matrices with a positive fraction $\alpha>0$ of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and we introduce a two phase log-gas…

Mathematical Physics · Physics 2015-09-29 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul , Gilles Wainrib