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Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…

统计力学 · 物理学 2009-11-07 E. Kanzieper

The paper is concerned with the asymptotic behavior of the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries. It is shown that the correlation functions behave like that for…

数学物理 · 物理学 2022-01-04 Ievgenii Afanasiev

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

统计力学 · 物理学 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

高能物理 - 理论 · 物理学 2008-02-03 B. Eynard

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

数学物理 · 物理学 2008-11-26 G. Akemann , F. Basile

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

数学物理 · 物理学 2015-08-27 Peter J. Forrester , Taro Nagao

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…

无序系统与神经网络 · 物理学 2007-05-23 M. B. Hastings

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

凝聚态物理 · 物理学 2009-10-30 B. Eynard

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…

数学物理 · 物理学 2009-12-01 B. A. Khoruzhenko , H. -J. Sommers

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…

数学物理 · 物理学 2021-11-04 Boris A. Khoruzhenko , Serhii Lysychkin

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

数学物理 · 物理学 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

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 establish a few properties of eigenvalues and eigenvectors of the quaternionic Ginibre ensemble (QGE), analogous to what is known in the complex Ginibre case. We first recover a version of Kostlan's theorem that was already noticed by…

概率论 · 数学 2021-02-03 Guillaume Dubach

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

数学物理 · 物理学 2016-04-20 Peter J. Forrester

Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…

凝聚态物理 · 物理学 2017-02-08 E. Kanzieper , V. Freilikher

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

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

数学物理 · 物理学 2023-03-13 Mario Kieburg , Jiyuan Zhang

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

概率论 · 数学 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

The distribution of individual Dirac eigenvalues is derived by relating them to the density and higher eigenvalue correlation functions. The relations are general and hold for any gauge theory coupled to fermions under certain conditions…

高能物理 - 理论 · 物理学 2009-11-10 G. Akemann , P. H. Damgaard

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
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