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We consider the eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble, which are known to form a Pfaffian point process in the plane. It was recently discovered that the limiting correlation…

Probability · Mathematics 2022-12-23 Sung-Soo Byun , Markus Ebke , Seong-Mi Seo

We consider the complex eigenvalues of the induced spherical Ginibre ensemble with symplectic symmetry and establish the local universality of these point processes along the real axis. We derive scaling limits of all correlation functions…

Probability · Mathematics 2023-05-31 Sung-Soo Byun , Peter J. Forrester

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

Probability · Mathematics 2022-08-23 Sung-Soo Byun , Markus Ebke

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point…

Probability · Mathematics 2022-01-26 Gernot Akemann , Sung-Soo Byun , Nam-Gyu Kang

We give a closed form for the correlation functions of ensembles of a class of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We apply this…

Mathematical Physics · Physics 2015-05-13 Alexei Borodin , Christopher D Sinclair

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Mathematical Physics · Physics 2015-08-27 Peter J. Forrester , Taro Nagao

We study the integrable structure and scaling limits of the conditioned eigenvector overlap of the symplectic Ginibre ensemble of Gaussian non-Hermitian random matrices with independent quaternion elements. The average of the overlap matrix…

Mathematical Physics · Physics 2025-05-13 Gernot Akemann , Sung-Soo Byun , Kohei Noda

The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…

Mathematical Physics · Physics 2023-02-09 G. Akemann , M. Duits , L. D. Molag

An elementary derivation of the Borodin-Sinclair-Forrester-Nagao Pfaffian point process, which characterises the law of real eigenvalues for the real Ginibre ensemble in the large matrix size limit, uses the averages of products of…

Mathematical Physics · Physics 2025-06-26 Roger Tribe , Oleg Zaboronski

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

Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…

Mathematical Physics · Physics 2022-01-19 Gernot Akemann , Markus Ebke , Iván Parra

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

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

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

A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion…

Probability · Mathematics 2019-03-26 Barnaby Garrod , Mihail Poplavskyi , Roger Tribe , Oleg Zaboronski

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

It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each…

Mathematical Physics · Physics 2015-10-09 Peter J. Forrester

We give a closed form for the correlation functions of ensembles of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a $2 \times 2$ matrix kernel associated to the ensemble. We also derive closed…

Mathematical Physics · Physics 2008-04-09 Alexei Borodin , Christopher D. Sinclair

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm
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