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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

We consider $n$ eigenvalues of complex and symplectic induced spherical ensembles, which can be realised as two-dimensional determinantal and Pfaffian Coulomb gases on the Riemann sphere under the insertion of point charges. For both cases,…

Mathematical Physics · Physics 2024-05-02 Sung-Soo Byun , Seongjae Park

We consider non-Gaussian extensions of the elliptic Ginibre ensemble of complex non-Hermitian random matrices by fixing the trace $\operatorname{Tr}(XX^*)$ of the matrix $X$ with a hard or soft constraint. These ensembles have correlated…

Probability · Mathematics 2018-08-24 Gernot Akemann , Milan Cikovic , Martin Venker

We study fluctuations of linear statistics in Polyanalytic Ginibre ensembles, a family of point processes describing planar free fermions in a uniform magnetic field at higher Landau levels. Our main result is asymptotic normality of…

Mathematical Physics · Physics 2016-12-26 Antti Haimi , Aron Wennman

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

Representation Theory · Mathematics 2007-05-23 Alexei Borodin

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

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

The paper is concerned with the asymptotic behavior of the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries. It is shown that the correlation functions behave like that for…

Mathematical Physics · Physics 2022-01-04 Ievgenii Afanasiev

The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian…

Probability · Mathematics 2012-01-10 Roger Tribe , Oleg Zaboronski

A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…

Probability · Mathematics 2017-08-18 Sasha Sodin

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

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Probability · Mathematics 2021-12-21 Sergey Berezin , Eugene Strahov

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

The Ginibre point process is given by the eigenvalue distribution of a non-hermitian complex Gaussian matrix in the infinite matrix-size limit. This is a determinantal point process (DPP) on the complex plane ${\mathbb{C}}$ in the sense…

Probability · Mathematics 2022-03-18 Makoto Katori

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

The numerical range of a non-normal matrix plays a central role as a descriptor of non-normal effects beyond spectral information. We study a class of fundamental non-Hermitian random matrix ensembles that interpolate between the Hermitian…

Probability · Mathematics 2026-04-01 Sung-Soo Byun , Joo Young Park

The spherical ensemble is a well-known ensemble of N repulsive points on the two-dimensional sphere, which can realized in various ways (as a random matrix ensemble, a determinantal point process, a Coulomb gas, a Quantum Hall state...).…

Probability · Mathematics 2021-10-28 Robert J. Berman

We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upper tail large deviation probabilities for both the spectral…

Probability · Mathematics 2026-03-18 Sung-Soo Byun , Yong-Woo Lee , Seungjoon Oh

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe