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We consider two families of non-Hermitian Gaussian random matrices, namely the elliptical Ginibre ensembles of asymmetric N-by-N matrices with Dyson index beta=1 (real elements) and with beta=4 (quaternion-real elements). Both ensembles…

Mathematical Physics · Physics 2015-06-16 G. Akemann , M. J. Phillips

We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme…

Probability · Mathematics 2022-10-26 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

We study the eigenvalue spectrum of a large real antisymmetric random matrix $J_{ij}$. Using a fermionic approach and replica trick, we obtain a semicircular spectrum of eigenvalues when the mean value of each matrix element is zero, and in…

High Energy Physics - Theory · Physics 2023-09-06 Andrei Katsevich , Pavel Meshcheriakov

Singular-value statistics (SVS) has been recently presented as a random matrix theory tool able to properly characterize non-Hermitian random matrix ensembles [PRX Quantum {\bf 4}, 040312 (2023)]. Here, we perform a numerical study of the…

Applications · Statistics 2024-04-30 J. A. Mendez-Bermudez , R. Aguilar-Sanchez

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…

Mathematical Physics · Physics 2025-01-14 Peter J. Forrester

We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory…

Disordered Systems and Neural Networks · Physics 2016-04-20 Ariel Amir , Naomichi Hatano , David R. Nelson

We investigate the statistical properties of the eigenvalues and eigenvectors in a random matrix ensemble with $H_{ij}\sim |i-j|^{-\mu}$. It is known that this model shows a localization-delocalization transition (LDT) as a function of the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Imre Varga , Daniel Braun

The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…

Mathematical Physics · Physics 2026-03-26 G. Akemann , M. Duits , L. D. Molag

The dynamics of non-Hermitian quantum systems have taken on an increasing relevance in light of quantum devices which are not perfectly isolated from their environment. The interest in them also stems from their fundamental differences from…

Disordered Systems and Neural Networks · Physics 2023-08-29 Soumi Ghosh , Manas Kulkarni , Sthitadhi Roy

Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…

Quantum Physics · Physics 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

Let \{$X_{ij}$\}, $i,j=...,$ be a double array of i.i.d. complex random variables with $EX_{11}=0,E|X_{11}|^2=1$ and $E|X_{11}|^4<\infty$, and let $A_n=\frac{1}{N}T_n^{{1}/{2}}X_nX_n^*T_n^{{1}/{2}}$, where $T_n^{{1}/{2}}$ is the square root…

Probability · Mathematics 2007-08-22 Z. D. Bai , B. Q. Miao , G. M. Pan

The statistical properties of trajectories of eigenvalues of Gaussian complex matrices whose Hermitian condition is progressively broken are investigated. It is shown how the ordering on the real axis of the real eigenvalues is reflected in…

Statistical Mechanics · Physics 2015-06-11 O. Bohigas , J. X. De Carvalho , M. P. Pato

Mutualistic networks are used to study the structure and processes inherent to mutualistic relationships. In this paper, we introduce a random matrix ensemble (RME) representing the adjacency matrices of mutualistic networks composed by two…

Disordered Systems and Neural Networks · Physics 2021-11-10 C. T. Martínez-Martínez , J. A. Méndez-Bermúdez , Thomas Peron , Yamir Moreno

We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…

High Energy Physics - Theory · Physics 2026-05-12 Naoki Sasakura

Let $\sqrt{N}+\lambda_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). We study the large deviations behaviour of the limiting $N\rightarrow \infty$…

Probability · Mathematics 2019-05-13 M. Poplavskyi , Roger Tribe , Oleg Zaboronski

An important application of Lebesgue integral quadrature arXiv:1807.06007 is developed. Given two random processes, $f(x)$ and $g(x)$, two generalized eigenvalue problems can be formulated and solved. In addition to obtaining two Lebesgue…

Numerical Analysis · Mathematics 2020-12-01 Vladislav Gennadievich Malyshkin

We calculate analytically, for finite-size matrices, joint probability densities of ratios of level spacings in ensembles of random matrices characterized by their associated confining potential. We focus on the ratios of two spacings…

Quantum Physics · Physics 2014-03-18 Y. Y. Atas , E. Bogomolny , O. Giraud , P. Vivo , E. Vivo

We study the images of the complex Ginibre eigenvalues under the power maps $\pi_M: z \mapsto z^M$, for any integer $M$. We establish the following equality in distribution, $$ {\rm{Gin}}(N)^M \stackrel{d}{=} \bigcup_{k=1}^M {\rm{Gin}}…

Probability · Mathematics 2019-11-05 Guillaume Dubach

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…

Statistical Mechanics · Physics 2009-11-07 Maciej M. Duras