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In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…

Probability · Mathematics 2016-05-05 Tulasi Ram Reddy

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

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

We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a non-trivial way, leading to…

Mathematical Physics · Physics 2014-10-31 Zdzisław Burda , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

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

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

Mathematical Physics · Physics 2015-06-12 Gernot Akemann , Eugene Strahov

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

Probability · Mathematics 2026-02-25 Giorgio Cipolloni , László Erdős , Oleksii Kolupaiev

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

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

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 study finite-rank normal deformations of rotationally invariant non-Hermitian random matrices. Extending the classical Baik-Ben Arous-P\'ech\'e (BBP) framework, we characterize the emergence and fluctuations of outlier eigenvalues in…

Disordered Systems and Neural Networks · Physics 2026-05-15 Pierre Bousseyroux , Marc Potters

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

A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…

Mathematical Physics · Physics 2015-05-28 J. Fischmann , W. Bruzda , B. A. Khoruzhenko , H. -J. Sommers , K. Zyczkowski

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

Probability · Mathematics 2025-02-19 Bertrand Stone , Fan Yang , Jun Yin

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

Probability · Mathematics 2014-11-04 Charles Bordenave , Mireille Capitaine

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

It is known that in various random matrix models, large perturbations create outlier eigenvalues which lie, asymptotically, in the complement of the support of the limiting spectral density. This paper is concerned with fluctuations of…

Probability · Mathematics 2015-07-07 Anand B. Rajagopalan

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

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

Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…

Mathematical Physics · Physics 2023-01-12 Yan V. Fyodorov , Boris A. Khoruzhenko , Mihail Poplavskyi