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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…

数学物理 · 物理学 2015-06-16 G. Akemann , M. J. Phillips

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…

概率论 · 数学 2010-03-23 Martin Bender

We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…

高能物理 - 理论 · 物理学 2010-05-07 G. Akemann , M. J. Phillips , H. -J. Sommers

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…

solv-int · 物理学 2007-05-23 Craig A. Tracy , Harold Widom

We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…

无序系统与神经网络 · 物理学 2009-11-07 A. M. Garcia-Garcia , S. M. Nishigaki , J. J. M. Verbaarschot

We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…

数学物理 · 物理学 2015-04-20 G. Akemann , M. J. Phillips

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…

数学物理 · 物理学 2009-11-11 T. M. Garoni , P. J. Forrester , N. E. Frankel

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

统计力学 · 物理学 2009-10-31 T. H. Baker , P. J. Forrester , P. A. Pearce

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex…

数学物理 · 物理学 2011-06-01 Gernot Akemann

We calculate the average of two characteristic polynomials for the real Ginibre ensemble of asymmetric random matrices, and its chiral counterpart. Considered as quadratic forms they determine a skew-symmetric kernel from which all complex…

数学物理 · 物理学 2009-11-10 G. Akemann , M. J. Phillips , H. -J. Sommers

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

数学物理 · 物理学 2008-03-06 N. Orantin

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · 物理学 2009-10-30 E. Kanzieper , V. Freilikher

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

数学物理 · 物理学 2013-07-29 Mario Kieburg

We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…

无序系统与神经网络 · 物理学 2009-10-31 Shinsuke M. Nishigaki

The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…

数学物理 · 物理学 2024-11-26 Peter J. Forrester , Santosh Kumar , Bo-Jian Shen

We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…

数学物理 · 物理学 2023-03-14 Thomas Bothner , Alex Little

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

概率论 · 数学 2008-06-05 Holger Kösters

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

数学物理 · 物理学 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

The Chiral Random Matrix Model or the Gaussian Penner Model (generalized Laguerre ensemble) is re-examined in the light of the results which have been found in double well matrix models [D97,BD99] and subtleties discovered in the single…

统计力学 · 物理学 2007-05-23 N. Deo

Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…

高能物理 - 理论 · 物理学 2009-07-13 Craig A. Tracy , Harold Widom
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