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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Importer (talk | contribs)
Changed an Item
Property / author
 
Property / author: M. Dambrine / rank
 
Normal rank
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.
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
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Andreas Arvanitoyeorgos / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 15B52 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60F10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60B20 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 15A18 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6599194 / rank
 
Normal rank
Property / zbMATH Keywords
 
real Ginibre matrices
Property / zbMATH Keywords: real Ginibre matrices / rank
 
Normal rank
Property / zbMATH Keywords
 
large deviations
Property / zbMATH Keywords: large deviations / rank
 
Normal rank
Property / zbMATH Keywords
 
log-gas
Property / zbMATH Keywords: log-gas / rank
 
Normal rank
Property / zbMATH Keywords
 
random matrices
Property / zbMATH Keywords: random matrices / rank
 
Normal rank
Property / zbMATH Keywords
 
joint eigenvalue density
Property / zbMATH Keywords: joint eigenvalue density / rank
 
Normal rank
Property / zbMATH Keywords
 
spectral measure
Property / zbMATH Keywords: spectral measure / rank
 
Normal rank
Property / zbMATH Keywords
 
asymptotic expansion
Property / zbMATH Keywords: asymptotic expansion / rank
 
Normal rank

Revision as of 21:51, 27 June 2023

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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references