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By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , H. -J. Sommers

Consider the $n\times n$ matrix $X_n=A_n+H_n$, where $A_n$ is a $n\times n$ matrix (either deterministic or random) and $H_n$ is a $n\times n$ matrix independent from $A_n$ drawn from complex Ginibre ensemble. We study the limiting…

Mathematical Physics · Physics 2025-09-03 Roman Sarapin

The complex elliptic Ginibre ensemble with coupling $\tau$ is a complex Gaussian matrix interpolating between the Gaussian Unitary Ensemble (GUE) and the Ginibre ensemble. It has been known for some time that its eigenvalues form a…

Probability · Mathematics 2019-07-26 Dang-Zheng Liu , Yanhui Wang

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

Complex Variables · Mathematics 2016-12-15 Robert J. Berman

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 P. J. Forrester , T. Nagao , G. Honner

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

We consider two families of random matrix-valued analytic functions: (1) G_1-zG_2 and (2) G_0 + zG_1 +z^2G_2+ ..., where G_i are n x n independent random matrices with independent standard complex Gaussian entries. The set of z where these…

Probability · Mathematics 2007-11-12 Manjunath Krishnapur

It is known that if the underlying iterated function system satisfies the open set condition, then the upper box dimension of an inhomogeneous self-similar set is the maximum of the upper box dimensions of the homogeneous counterpart and…

Classical Analysis and ODEs · Mathematics 2019-09-20 Simon Baker , Jonathan M. Fraser , András Máthé

We study random, symmetric $N \times N$ band matrices with a band of size $W$ and Bernoulli random variables as entries. This interpolates between nearest neighbour interaction $W = 1$ and Wigner matrices $W = N$. Eigenvectors are known to…

Probability · Mathematics 2020-05-07 Stefan Steinerberger

The following combinatorial conjecture arises naturally from recent ergodic-theoretic work of Ackelsberg, Bergelson, and Best. Let $M_1$, $M_2$ be $k\times k$ integer matrices, $G$ be a finite abelian group of order $N$, and $A\subseteq…

Combinatorics · Mathematics 2022-06-03 Aaron Berger , Ashwin Sah , Mehtaab Sawhney , Jonathan Tidor

Random matrix theory successfully models many systems, from the energy levels of heavy nuclei to zeros of $L$-functions. While most ensembles studied have continuous spectral distribution, Burkhardt et al introduced the ensemble of…

Probability · Mathematics 2020-09-24 Fangu Chen , Jiahui Yu , Steven J. Miller , Yuxin Lin

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

This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the…

Numerical Analysis · Mathematics 2020-08-11 Eric Cancès , Geneviève Dusson , Yvon Maday , Benjamin Stamm , Martin Vohralík

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

Probability · Mathematics 2007-05-23 Brian Rider

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

A general theory of reproducing kernels and reproducing kernel Hilbert spaces on a right quaternionic Hilbert space is presented. Positive operator valued measures and their connection to a class of generalized quaternionic coherent states…

Mathematical Physics · Physics 2017-09-11 K. Thirulogasanthar , S. Twareque Ali

We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…

Probability · Mathematics 2019-07-23 Gaultier Lambert

In this series of papers, we propose a theory of enumerative invariants counting self-dual objects in self-dual categories. Ordinary enumerative invariants in abelian categories can be seen as invariants for the structure group $\mathrm{GL}…

Algebraic Geometry · Mathematics 2025-04-01 Chenjing Bu

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

Probability · Mathematics 2025-11-26 Sung-Soo Byun , Jonas Jalowy , Yong-Woo Lee , Grégory Schehr

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

Classical Analysis and ODEs · Mathematics 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson