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We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…

数学物理 · 物理学 2024-03-22 Mark J. Crumpton , Yan V. Fyodorov , Tim R. Würfel

We study analytically the Chalker-Mehlig mean diagonal overlap $\mathcal{O}(z)$ between left and right eigenvectors associated with a complex eigenvalue $z$ of $N\times N$ matrices in the real Ginibre ensemble (GinOE). We first derive a…

数学物理 · 物理学 2023-10-09 Tim R. Würfel , Mark J. Crumpton , Yan V. Fyodorov

Non-Hermitian random matrices enjoy non-trivial correlations in the statistics of their eigenvectors. We study the overlap among left and right eigenvectors in Ginibre ensembles with quaternion valued Gaussian matrix elements. This concept…

数学物理 · 物理学 2020-04-17 Gernot Akemann , Yanik-Pascal Förster , Mario Kieburg

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

数学物理 · 物理学 2015-06-11 G. Akemann , Z. Burda

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

概率论 · 数学 2018-05-24 Nicholas Crawford , Ron Rosenthal

We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the…

数学物理 · 物理学 2019-11-14 Gernot Akemann , Roger Tribe , Athanasios Tsareas , Oleg Zaboronski

We consider the density of complex eigenvalues, $\rho(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two…

数学物理 · 物理学 2024-07-10 Mark J. Crumpton , Tim R. Würfel

We study the product $P_m$ of $m$ real Ginibre matrices with Gaussian elements of size $N$, which has received renewed interest recently. Its eigenvalues, which are either real or come in complex conjugate pairs, become all real with…

概率论 · 数学 2024-04-05 Gernot Akemann , Sung-Soo Byun

We discuss the product of independent induced quaternion ($\beta=4$) Ginibre matrices, and the eigenvalue correlations of this product matrix. The joint probability density function for the eigenvalues of the product matrix is shown to be…

数学物理 · 物理学 2015-06-12 J. R. Ipsen

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

概率论 · 数学 2022-03-22 Sung-Soo Byun , Nam-Gyu Kang , Ji Oon Lee , Jinyeop Lee

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

数学物理 · 物理学 2018-09-21 Yan V Fyodorov

We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random…

无序系统与神经网络 · 物理学 2009-10-31 J. T. Chalker , B. Mehlig

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…

无序系统与神经网络 · 物理学 2015-06-25 B. Mehlig , J. T. Chalker

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

概率论 · 数学 2021-11-17 Guillaume Dubach

We study the overlaps between eigenvectors of nonnormal matrices. They quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Well known work by Chalker and Mehlig calculated the…

概率论 · 数学 2021-02-03 Paul Bourgade , Guillaume Dubach

Consider two types of products of independent random matrices, including products of Ginibre matrices and inverse Ginibre matrices and products of truncated Haar unitary matrices and inverse truncated Haar matrices. Each product matrix has…

概率论 · 数学 2025-06-13 Shuhua Chang , Tiefeng Jiang , Yongcheng Qi

We study the integrable structure and scaling limits of the conditioned eigenvector overlap of the symplectic Ginibre ensemble of Gaussian non-Hermitian random matrices with independent quaternion elements. The average of the overlap matrix…

数学物理 · 物理学 2025-05-13 Gernot Akemann , Sung-Soo Byun , Kohei Noda

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

概率论 · 数学 2021-09-02 Will FitzGerald , Nick Simm

As is widely known, a non-Hermitian matrix exhibits distinct left and right eigenvectors, which form a bi-orthogonal system. Chalker and Mehling initiated the study of the joint statistics of the eigenvalues and the overlaps defined by the…

数学物理 · 物理学 2023-10-25 Kohei Noda

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}}…

概率论 · 数学 2019-11-05 Guillaume Dubach
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