Density of small singular values of the shifted real Ginibre ensemble (Q2085722)
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English | Density of small singular values of the shifted real Ginibre ensemble |
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Density of small singular values of the shifted real Ginibre ensemble (English)
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18 October 2022
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Let \(X=(x_{ij})\) be an \(N \times N\) real Ginibre matrix. Their entries \(x_{ij}\) are i.i.d. real Gaussian random variables with mean \(0\) and variance \(1/N\). Fix a complex number \(z\). The authors study an asymptotic behavior for the density of the small singular values of the random matrix \(X-z\). To do this, they obtain a large \(N\) asymptotic formula for the spectral one-point function \(\mathbf{E} \mathrm{Tr} \big((X-z)(X-z)^* -w \big)^{-1}\) with a real number \(w\). It is verified that when the imaginary part of \(z\) is away from zero, the formula agrees with that for a complex Ginibre matrix.
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asymptotic formula
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small singular values
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real Ginibre matrix ensemble
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