The real Ginibre ensemble with \(k=O(n)\) real eigenvalues (Q300704): Difference between revisions

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Latest revision as of 05:37, 12 July 2024

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The real Ginibre ensemble with \(k=O(n)\) real eigenvalues
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    The real Ginibre ensemble with \(k=O(n)\) real eigenvalues (English)
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    28 June 2016
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    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.
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    real Ginibre matrices
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    large deviations
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    log-gas
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    random matrices
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    joint eigenvalue density
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    spectral measure
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    asymptotic expansion
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