The Ginibre ensemble of real random matrices and its scaling limits

DOI10.1007/s00220-009-0874-5zbMath1184.82004arXiv0805.2986OpenAlexW2075947579MaRDI QIDQ1048096

Christopher D. Sinclair, Alexei Borodin

Publication date: 11 January 2010

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.2986

zbMATH Keywords

random matricesMahler measureGinibre ensemblePfaffian formulas

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Classical equilibrium statistical mechanics (general) (82B05) Random matrices (algebraic aspects) (15B52)

Related Items

Directional extremal statistics for Ginibre eigenvalues ⋮ Hermitian and non-Hermitian perturbations of chiral Gaussian β-ensembles ⋮ The partition function of log-gases with multiple odd charges ⋮ Examples of interacting particle systems on \(\mathbb {Z}\) as Pfaffian point processes: annihilating and coalescing random walks ⋮ Correlation functions for \(\beta =1\) ensembles of matrices of odd size ⋮ The real Ginibre ensemble with \(k=O(n)\) real eigenvalues ⋮ Universal eigenvector correlations in quaternionic Ginibre ensembles ⋮ Edge universality for non-Hermitian random matrices ⋮ A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality ⋮ A real quaternion spherical ensemble of random matrices ⋮ Optimal lower bound on the least singular value of the shifted Ginibre ensemble ⋮ Pfaffian point process for the Gaussian real generalised eigenvalue problem ⋮ On the Condition Number of the Shifted Real Ginibre Ensemble ⋮ Local circular law for random matrices ⋮ The local circular law. II: The edge case ⋮ Large deviation principle for empirical fields of log and Riesz gases ⋮ On the almost‐circular symplectic induced Ginibre ensemble ⋮ The reciprocal Mahler ensembles of random polynomials ⋮ Spherical induced ensembles with symplectic symmetry ⋮ A solvable mixed charge ensemble on the line: global results ⋮ The dissipative spectral form factor for I.I.D. matrices ⋮ Fluctuations and correlations for products of real asymmetric random matrices ⋮ Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble ⋮ Nonlinear analogue of the May−Wigner instability transition ⋮ Ensemble averages when \(\beta \) is a square integer ⋮ On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases ⋮ Around the circular law ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ On Gaussian random matrices coupled to the discrete Laplacian ⋮ An induced real quaternion spherical ensemble of random matrices ⋮ Central limit theorems for the real eigenvalues of large Gaussian random matrices ⋮ Territorial behaviour of buzzards versus random matrix spacing distributions ⋮ The local circular law. III: General case ⋮ Root statistics of random polynomials with bounded Mahler measure ⋮ Real eigenvalue statistics for products of asymmetric real Gaussian matrices ⋮ Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices ⋮ Asymptotic results in solvable two-charge models ⋮ The Ginibre evolution in the large-N limit ⋮ A generalized plasma and interpolation between classical random matrix ensembles ⋮ Beurling-Landau densities of weighted Fekete sets and correlation kernel estimates ⋮ Sharp asymptotics for Fredholm pfaffians related to interacting particle systems and random matrices ⋮ Deformed Ginibre ensembles and integrable systems ⋮ The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles ⋮ Extremal laws for the real Ginibre ensemble ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ A method to calculate correlation functions for \(\beta =1\) random matrices of odd size ⋮ Rescaling Ward identities in the random normal matrix model ⋮ Skew-orthogonal polynomials in the complex plane and their Bergman-like kernels ⋮ Scaling limits of planar symplectic ensembles ⋮ On the number of real eigenvalues of a product of truncated orthogonal random matrices ⋮ Ground states and hyperuniformity of the hierarchical Coulomb gas in all dimensions ⋮ Density of small singular values of the shifted real Ginibre ensemble ⋮ Edge distribution of thinned real eigenvalues in the real Ginibre ensemble ⋮ Rigidity of the three-dimensional hierarchical Coulomb gas ⋮ Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems ⋮ Random matrices: universality of local spectral statistics of non-Hermitian matrices ⋮ Random normal matrices and Ward identities ⋮ Analogies between random matrix ensembles and the one-component plasma in two-dimensions ⋮ Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotics for the zeros of the partial sums of \(e^ z\). I
• Heights of polynomials and entropy in algebraic dynamics
• Circular law
• The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
• Correlation functions, cluster functions, and spacing distributions for random matrices
• Nonintersecting paths, pfaffians, and plane partitions
• Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
• The distribution of values of Mahler's measure
• Zeros of sections of exponential sums
• RANDOM MATRICES: THE CIRCULAR LAW
• Skew orthogonal polynomials and the partly symmetric real Ginibre ensemble
• General eigenvalue correlations for the real Ginibre ensemble
• Symplectic structure of the real Ginibre ensemble
• Uniform Asymptotic Expansions of the Incomplete Gamma Functions and the Incomplete Beta Function
• Exact statistical properties of the zeros of complex random polynomials
• How Many Eigenvalues of a Random Matrix are Real?
• Random matrices close to Hermitian or unitary: overview of methods and results
• Eigenvalue statistics of random real matrices
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Averages over Ginibre's Ensemble of Random Real Matrices
• The range of multiplicative functions on ℂ[x , ℝ[x ] and ℤ[x ]]

This page was built for publication: The Ginibre ensemble of real random matrices and its scaling limits