Related papers: The Ginibre Ensemble Conditioned on an Overcrowdin…
The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…
Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…
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…
In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…
Let $\Pi$ be a translation invariant point process on the complex plane $\C$ and let $\D \subset \C$ be a bounded open set whose boundary has zero Lebesgue measure. We study the conditional distribution of the points of $\Pi$ inside $\D$…
Recently, S\'a, Ribeiro and Prosen introduced complex spacing ratios to analyze eigenvalue correlations in non-Hermitian systems. At present there are no analytical results for the probability distribution of these ratios in the limit of…
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…
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…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors…
Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated…
We consider the product of \(k_{n}\) independent \(n\times n\) complex Ginibre matrices and denote its eigenvalues by \(Z_{1},\ldots ,Z_{n}\). Let \(\alpha = \lim_{n\to\infty} n / k_{n}\). Using the determinantal point process method, we…
Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…
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…
By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…
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…
Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…
It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing…
We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…