scholarly journals Determinantal Structure and Bulk Universality of Conditional Overlaps in the Complex Ginibre Ensemble

2020 ◽  
Vol 51 (7) ◽  
pp. 1611
Author(s):  
G. Akemann ◽  
R. Tribe ◽  
A. Tsareas ◽  
O. Zaboronski
Keyword(s):  
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].


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.


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):  
Alexei Morozov

This article discusses the three-fold family of Ginibre random matrix ensembles (complex, real, and quaternion real) and their elliptic deformations. It also considers eigenvalue correlations that are exactly reduced to two-point kernels in the strongly and weakly non-Hermitian limits of large matrix size. Ginibre introduced the complex, real, and quaternion real random matrix ensembles as a mathematical extension of Hermitian random matrix theory. Statistics of complex eigenvalues are now used in modelling a wide range of physical phenomena. After providing an overview of the complex Ginibre ensemble, the article describes random contractions and the complex elliptic ensemble. It then examines real and quaternion-real Ginibre ensembles, along with real and quaternion-real elliptic ensembles. In particular, it analyses the kernel in the elliptic case as well as the limits of strong and weak non-Hermiticity.


2014 ◽  
Vol 03 (04) ◽  
pp. 1450014 ◽  
Author(s):  
Gernot Akemann ◽  
Jesper R. Ipsen ◽  
Eugene Strahov

We consider products of independent random matrices taken from the induced Ginibre ensemble with complex or quaternion elements. The joint densities for the complex eigenvalues of the product matrix can be written down exactly for a product of any fixed number of matrices and any finite matrix size. We show that the squared absolute values of the eigenvalues form a permanental process, generalizing the results of Kostlan and Rider for single matrices to products of complex and quaternionic matrices. Based on these findings, we can first write down exact results and asymptotic expansions for the so-called hole probabilities, that a disk centered at the origin is void of eigenvalues. Second, we compute the asymptotic expansion for the opposite problem, that a large fraction of complex eigenvalues occupies a disk of fixed radius centered at the origin; this is known as the overcrowding problem. While the expressions for finite matrix size depend on the parameters of the induced ensembles, the asymptotic results agree to leading order with previous results for products of square Ginibre matrices.


2015 ◽  
Vol 17 (04) ◽  
pp. 1550020 ◽  
Author(s):  
Radosław Adamczak ◽  
Djalil Chafaï

We explore the validity of the circular law for random matrices with non-i.i.d. entries. Let M be an n × n random real matrix obeying, as a real random vector, a log-concave isotropic (up to normalization) unconditional law, with mean squared norm equal to n. The entries are uncorrelated and obey a symmetric law of zero mean and variance 1/n. This model allows some dependence and non-equidistribution among the entries, while keeping the special case of i.i.d. standard Gaussian entries, known as the real Ginibre Ensemble. Our main result states that as the dimension n goes to infinity, the empirical spectral distribution of M tends to the uniform law on the unit disc of the complex plane.


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