The real Ginibre ensemble with \(k=O(n)\) real eigenvalues (Q300704)

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scientific article; zbMATH DE number 6599194
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    The real Ginibre ensemble with \(k=O(n)\) real eigenvalues
    scientific article; zbMATH DE number 6599194

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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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