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Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…

Mathematical Physics · Physics 2024-11-13 Peter J. Forrester

We consider random non-hermitean matrices in the large $N$ limit. The power of analytic function theory cannot be brought to bear directly to analyze non-hermitean random matrices, in contrast to hermitean random matrices. To overcome this…

Condensed Matter · Physics 2009-10-30 J. Feinberg , A. Zee

We propose and study a model for the equilibrium statistical mechanics of a pressurised semiflexible polymer ring. The Hamiltonian has a term which couples to the algebraic area of the ring and a term which accounts for bending…

Statistical Mechanics · Physics 2009-11-13 Mithun K. Mitra , Gautam I. Menon , R. Rajesh

Eigenspectra of a spinless quantum particle trapped inside a rigid, rectangular, two-dimensional (2D) box subject to diverse inner potential distributions are investigated under hermitian, as well as non-hermitian antiunitary $\mathcal{PT}$…

Quantum Physics · Physics 2021-10-13 Shailesh Kulkarni , Rajeev K. Pathak

We investigate the singular value decomposition of a rectangular matrix that is analytic on the complex unit circumference, which occurs, e.g., with the matrix of transfer functions representing a broadband multiple-input multiple-output…

Numerical Analysis · Mathematics 2023-12-04 Giovanni Barbarino

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We compute the asymptotic eigenvalue distribution of the neural tangent kernel of a two-layer neural network under a specific scaling of dimension. Namely, if $X\in\mathbb{R}^{n\times d}$ is an i.i.d random matrix, $W\in\mathbb{R}^{d\times…

Probability · Mathematics 2025-08-28 Lucas Benigni , Elliot Paquette

We consider $n\times n$ non-Hermitian random matrices with independent entries and a variance profile, as well as an additive deterministic diagonal deformation. We show that their empirical eigenvalue distribution converges to a limiting…

Probability · Mathematics 2024-11-11 Johannes Alt , Torben Krüger

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

Condensed Matter · Physics 2008-02-03 V. Freilikher , E. Kanzieper , I. Yurkevich

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

Mathematical Physics · Physics 2015-06-12 Gernot Akemann , Eugene Strahov

This paper centers on the limit eigenvalue distribution for random Vandermonde matrices with unit magnitude complex entries. The phases of the entries are chosen independently and identically distributed from the interval $[-\pi,\pi]$.…

Probability · Mathematics 2015-03-17 Gabriel H. Tucci , Philip A. Whiting

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…

Mathematical Physics · Physics 2012-12-18 Gernot Akemann , Max R. Atkin

We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

Statistics Theory · Mathematics 2020-01-03 Marco Chiani , Alberto Zanella

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

Suppose $X$ is an $N \times n$ complex matrix whose entries are centered, independent, and identically distributed random variables with variance $1/n$ and whose fourth moment is of order ${\mathcal O}(n^{-2})$. In the first part of the…

Probability · Mathematics 2019-09-30 Arup Bose , Walid Hachem

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Probability · Mathematics 2007-06-13 Guangming Pan , Wang Zhou

Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of…

Mathematical Physics · Physics 2015-10-20 Zdzislaw Burda , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

Probability · Mathematics 2007-05-23 B. Rider , Jack W. Silverstein