Related papers: Non-Hermitean Random Matrix Theory: method of herm…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…
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…
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…
A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…
We generalize classical results in spectral graph theory and linear algebra more broadly, from the case where the underlying matrix is Hermitian to the case where it is non-Hermitian. New admissibility conditions are introduced to replace…
We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…
The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…
We consider a new class of non-Hermitian random matrices, namely the ones which have the form of sums of freely independent terms involving unitary matrices. To deal with them, we exploit the recently developed quaternion technique. After…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
A variational formulation for the calculation of interacting fermion systems based on the density-matrix functional theory is presented. Our formalism provides for a natural integration of explicit many-particle effects into standard…
Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…
We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.
We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of…