The real Ginibre ensemble with \(k=O(n)\) real eigenvalues (Q300704): Difference between revisions
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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. | |||
Property / review text: 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. / rank | |||
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Property / reviewed by: Andreas Arvanitoyeorgos / rank | |||
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Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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Property / Mathematics Subject Classification ID: 15A18 / rank | |||
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Property / zbMATH DE Number: 6599194 / rank | |||
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real Ginibre matrices | |||
Property / zbMATH Keywords: real Ginibre matrices / rank | |||
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large deviations | |||
Property / zbMATH Keywords: large deviations / rank | |||
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log-gas | |||
Property / zbMATH Keywords: log-gas / rank | |||
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random matrices | |||
Property / zbMATH Keywords: random matrices / rank | |||
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joint eigenvalue density | |||
Property / zbMATH Keywords: joint eigenvalue density / rank | |||
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spectral measure | |||
Property / zbMATH Keywords: spectral measure / rank | |||
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asymptotic expansion | |||
Property / zbMATH Keywords: asymptotic expansion / rank | |||
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Revision as of 21:51, 27 June 2023
scientific article
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English | 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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