scholarly journals Intermediate deviation regime for the full eigenvalue statistics in the complex Ginibre ensemble

2019 ◽  
Vol 100 (1) ◽  
Author(s):  
Bertrand Lacroix-A-Chez-Toine ◽  
Jeyson Andrés Monroy Garzón ◽  
Christopher Sebastian Hidalgo Calva ◽  
Isaac Pérez Castillo ◽  
Anupam Kundu ◽  
...  
Author(s):  
Giorgio Cipolloni ◽  
László Erdős ◽  
Dominik Schröder

Abstract We consider large non-Hermitian real or complex random matrices $$X$$ 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 the Ginibre ensemble, i.e. when the matrix elements of $$X$$ X are Gaussian. This result is the non-Hermitian counterpart of the universality of the Tracy–Widom distribution at the spectral edges of the Wigner ensemble.


2016 ◽  
Vol 05 (04) ◽  
pp. 1650015 ◽  
Author(s):  
Mario Kieburg ◽  
Holger Kösters

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint densities of the singular values and the eigenvalues for complex random matrices which are bi-unitarily invariant (also known as isotropic or unitary rotation invariant). We prove that each of these joint densities determines the other one. Moreover, we construct an explicit formula relating both joint densities at finite matrix dimension. This relation covers probability densities as well as signed densities. With the help of this relation we derive general analytical relations among the corresponding kernels and biorthogonal functions for a specific class of polynomial ensembles. Furthermore, we show how to generalize the relation between the singular value and eigenvalue statistics to certain situations when the ensemble is deformed by a term which breaks the bi-unitary invariance.


2017 ◽  
Vol 45 (6A) ◽  
pp. 3626-3663 ◽  
Author(s):  
Roland Bauerschmidt ◽  
Jiaoyang Huang ◽  
Antti Knowles ◽  
Horng-Tzer Yau

Author(s):  
Fuqing Gao ◽  
Jianyong Mu

We establish a moderate deviation principle for linear eigenvalue statistics of [Formula: see text]-ensembles in the one-cut regime with a real-analytic potential. The main ingredient is to obtain uniform estimates for the correlators of a family of perturbations of [Formula: see text]-ensembles using the loop equations.


2020 ◽  
Vol 10 (01) ◽  
pp. 2150013 ◽  
Author(s):  
Guillaume Dubach

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 (see [7, 11, 14]). We first recover a version of Kostlan’s theorem that was already at the heart of an argument by Rider [1], namely, that the set of the squared radii of the eigenvalues is distributed as a set of independent gamma variables. Our proof technique uses the De Bruijn identity and properties of Pfaffians; it also allows to prove that the high powers of these eigenvalues are independent. These results extend to any potential beyond the Gaussian case, as long as radial symmetry holds; this includes for instance truncations of quaternionic unitary matrices, products of quaternionic Ginibre matrices, and the quaternionic spherical ensemble. We then study the eigenvectors of quaternionic Ginibre matrices. Angles between eigenvectors and the matrix of overlaps both exhibit some specific features that can be compared to the complex case. In particular, we compute the distribution and the limit of the diagonal overlap associated to an eigenvalue that is conditioned to be at the origin. This complements a recent study of overlaps in quaternionic ensembles by Akemann, Förster and Kieburg [1, 2].


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