相关论文: Non-Hermitian extensions of Wishart random matrix …

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…

We solve the complex extension of the chiral Gaussian Symplectic Ensemble, defined as a Gaussian two-matrix model of chiral non-Hermitian quaternion real matrices. This leads to the appearance of Laguerre polynomials in the complex plane…

Non-Hermitian Wishart matrices were introduced in the context of quantum chromodynamics with a baryon chemical potential. These provide chiral extensions of the elliptic Ginibre ensembles as well as non-Hermitian extensions of the classical…

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.…

We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+\nu)$ are correlated through a non-Hermiticity parameter $\tau\in[0,1]$.…

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 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…

This paper constructs tridiagonal random matrix models for general ($\beta>0$) $\beta$-Hermite (Gaussian) and $\beta$-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for $\beta = 1,2,4$.…

We describe in detail the solution of the extension of the chiral Gaussian Unitary Ensemble (chGUE) into the complex plane. The correlation functions of the model are first calculated for a finite number of N complex eigenvalues, where we…

In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…

We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are…

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 consider ensembles of Gaussian (Hermite) and Wishart (Laguerre) $N\times N$ hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source term. The rank $r$ of the perturbation corresponds to the…

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…

In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…

We introduce a random two-matrix model interpolating between a chiral Hermitian (2n+nu)x(2n+nu) matrix and a second Hermitian matrix without symmetries. These are taken from the chiral Gaussian Unitary Ensemble (chGUE) and Gaussian Unitary…

We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles and their chiral complex counterparts, with…

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…

We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…