English
Related papers

Related papers: Limit Theorems For Non-Hermitian Ensembles

200 papers

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

We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…

Statistical Mechanics · Physics 2023-04-11 Saumya Shivam , Andrea De Luca , David A. Huse , Amos Chan

Consider real symmetric, complex Hermitian Toeplitz and real symmetric Hankel band matrix models, where the bandwidth $b_{N}\ra \iy$ but $b_{N}/N \to b$, $b\in [0,1]$ as $N\to \infty$. We prove that the distributions of eigenvalues converge…

Probability · Mathematics 2009-11-02 Dang-Zheng Liu , Zheng-Dong Wang

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 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

The Ginibre ensemble of complex random Hamiltonian matrices $H$ is considered. Each quantum system described by $H$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. For generic…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Let $Z_1, \cdots, Z_n$ denote the eigenvalues of the product $\prod_{j=1}^{k_n} \boldsymbol{A}_j$, where $\{\boldsymbol{A}_j\}_{1 \le j \le k_n}$ are independent $n\times n$ complex Ginibre matrices. Define $\alpha = \lim\limits_{n \to…

Probability · Mathematics 2026-04-14 Yutao Ma , Xujia Meng

We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

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

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

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

In this paper, we study the extreme statistics in the complex Ginibre ensemble of $N \times N$ random matrices with complex Gaussian entries, but with no other symmetries. All the $N$ eigenvalues are complex random variables and their joint…

Statistical Mechanics · Physics 2019-01-18 Bertrand Lacroix-A-Chez-Toine , Aurélien Grabsch , Satya N. Majumdar , Gregory Schehr

The real Ginibre ensemble consists of random $N \times N$ matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general $n$-point correlations for the real eigenvalues, and for the…

Statistical Mechanics · Physics 2015-06-16 Peter J. Forrester , Taro Nagao

We study the Ginibre ensemble of $N \times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the…

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

Kolo\u{g}lu, Kopp and Miller compute the limiting spectral distribution of a certain class of real random matrix ensembles, known as $k$-block circulant ensembles, and discover that it is exactly equal to the eigenvalue distribution of an…

Probability · Mathematics 2018-04-18 Roger Van Peski

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…

Probability · Mathematics 2022-06-07 David García-Zelada

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…

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

Probability · Mathematics 2022-10-10 Laszlo Erdos , Benjamin McKenna