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We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…

Mathematical Physics · Physics 2024-03-22 Mark J. Crumpton , Yan V. Fyodorov , Tim R. Würfel

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Probability · Mathematics 2022-06-30 Dang-Zheng Liu , Lu Zhang

We study analytically the Chalker-Mehlig mean diagonal overlap $\mathcal{O}(z)$ between left and right eigenvectors associated with a complex eigenvalue $z$ of $N\times N$ matrices in the real Ginibre ensemble (GinOE). We first derive a…

Mathematical Physics · Physics 2023-10-09 Tim R. Würfel , Mark J. Crumpton , Yan V. Fyodorov

We study the overlaps between eigenvectors of nonnormal matrices. They quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Well known work by Chalker and Mehlig calculated the…

Probability · Mathematics 2021-02-03 Paul Bourgade , Guillaume Dubach

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Probability · Mathematics 2021-11-17 Guillaume Dubach

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

We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the…

Mathematical Physics · Physics 2019-11-14 Gernot Akemann , Roger Tribe , Athanasios Tsareas , Oleg Zaboronski

Non-Hermitian random matrices enjoy non-trivial correlations in the statistics of their eigenvectors. We study the overlap among left and right eigenvectors in Ginibre ensembles with quaternion valued Gaussian matrix elements. This concept…

Mathematical Physics · Physics 2020-04-17 Gernot Akemann , Yanik-Pascal Förster , Mario Kieburg

We consider the density of complex eigenvalues, $\rho(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two…

Mathematical Physics · Physics 2024-07-10 Mark J. Crumpton , Tim R. Würfel

We establish a few properties of eigenvalues and eigenvectors of the quaternionic Ginibre ensemble (QGE), analogous to what is known in the complex Ginibre case. We first recover a version of Kostlan's theorem that was already noticed by…

Probability · Mathematics 2021-02-03 Guillaume Dubach

For an additive perturbation of the complex Ginibre ensemble under a deterministic matrix $X_0$, under certain assumption on $X_0$, we observe that there are only two kinds of local statistical patterns at the spectral edge: GinUE…

Probability · Mathematics 2024-02-23 Dang-Zheng Liu , Lu Zhang

In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure…

Mathematical Physics · Physics 2023-07-19 Gernot Akemann , Roger Tribe , Athanasios Tsareas , Oleg Zaboronski

For the deformed complex Ginibre ensemble with a mean normal matrix, under certain assumptions on the mean matrix we prove that the same bulk statistics holds as in the complex Ginibre matrix bulk. This is the continuation of the previous…

Probability · Mathematics 2024-03-26 Lu Zhang

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

Mathematical Physics · Physics 2018-09-21 Yan V Fyodorov

We consider the non-hermitian matrix-valued process of Elliptic Ginibre ensemble. This model includes Dyson's Brownian motion model and the time evolution model of Ginibre ensemble by using hermiticity parameter. We show the complex…

Probability · Mathematics 2022-08-09 Satoshi Yabuoku

We compute exactly the overlap between the eigenvectors of two large empirical covariance matrices computed over intersecting time intervals, generalizing the results obtained previously for non-intersecting intervals. Our method relies on…

Statistical Mechanics · Physics 2025-09-30 Volodymyr Riabov , Konstantin Tikhonov , Jean-Philippe Bouchaud

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

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 prove the universality of the joint distribution of an eigenvalue and the corresponding diagonal eigenvector overlap, in the bulk and at the edge, for eigenvalues of complex matrices and real eigenvalues of real matrices. As part of the…

Probability · Mathematics 2025-01-03 Mohammed Osman

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal
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