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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…

高能物理 - 理论 · 物理学 2008-11-26 G. Akemann

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

无序系统与神经网络 · 物理学 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla

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

This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed independently with constant likelihood. We…

数学物理 · 物理学 2020-08-05 Jinho Baik , Thomas Bothner

The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…

数学物理 · 物理学 2020-02-04 Ayana Sarkar , Manuja Kothiyal , Santosh Kumar

We study the Ginibre ensemble of $N \times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the…

We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

统计理论 · 数学 2020-01-03 Marco Chiani , Alberto Zanella

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

数学物理 · 物理学 2015-07-07 Ravi Prakash , Akhilesh Pandey

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

数学物理 · 物理学 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux

We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying…

数学物理 · 物理学 2018-09-26 Jacek Grela , Piotr Warchoł

We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Green's functions, which…

数学物理 · 物理学 2016-06-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

We consider Gaussian ensembles of m N x N complex matrices. We identify an enhanced symmetry in the system and the resultant closed subsector, which is naturally associated with the radial sector of the theory. The density of radial…

高能物理 - 理论 · 物理学 2015-05-28 Mthokozisi Masuku , João P. Rodrigues

We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…

数学物理 · 物理学 2016-08-08 Tomasz Maciążek , Christopher H. Joyner , Uzy Smilansky

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

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

In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius $R$ in all three Ginibre ensembles. We determine the mean and variance as functions of $R$ in the vicinity of the origin, where…

数学物理 · 物理学 2024-04-05 Gernot Akemann , Sung-Soo Byun , Markus Ebke , Gregory Schehr

We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed…

概率论 · 数学 2015-12-23 Thorsten Neuschel

We study the deformed complex Ginibre ensemble $H=A_0+H_0$, where $H_0$ is the complex matrix with iid Gaussian entries, and $A_0$ is some general $n\times n$ matrix (it can be random and in this case it is independent of $H_0$). Assuming…

数学物理 · 物理学 2025-07-03 Ievgenii Afanasiev , Mariya Shcherbina , Tatyana Shcherbina

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

统计力学 · 物理学 2007-05-23 Maciej M. Duras

We compute the distribution of the number of negative eigenvalues (the index) for an ensemble of Gaussian random matrices, by means of the replica method. This calculation has important applications in the context of statistical mechanics…

统计力学 · 物理学 2009-10-31 Andrea Cavagna , Juan P. Garrahan , Irene Giardina