The real Ginibre ensemble with \(k=O(n)\) real eigenvalues (Q300704): Difference between revisions
From MaRDI portal
Latest revision as of 05:37, 12 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The real Ginibre ensemble with \(k=O(n)\) real eigenvalues |
scientific article |
Statements
The real Ginibre ensemble with \(k=O(n)\) real eigenvalues (English)
0 references
28 June 2016
0 references
The authors consider the ensemble of real Ginibre matrices conditioned to have positive fraction \(\alpha >0\) of real eigenvalues. They demonstrate a large deviations principle for the joint eigenvalue density of such matrices and introduce a two phase log-gas whose stationary distribution coincides with the spectral measure of the ensemble. Using these tools they provide an asymptotic expansion for the probability \(p_{\alpha n}^n\) that an \(n\times n\) Ginibre matrix has \(k=\alpha n\) real eigenvalues and then they characterize the spectral measures of these matrices.
0 references
real Ginibre matrices
0 references
large deviations
0 references
log-gas
0 references
random matrices
0 references
joint eigenvalue density
0 references
spectral measure
0 references
asymptotic expansion
0 references
0 references
0 references
0 references
0 references