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scientific article; zbMATH DE number 1182342
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    scientific article; zbMATH DE number 1182342

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      4 March 1999
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      random matrix spectra
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      universal behaviour
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      supersymmetry approach
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      orthogonal polynomials
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      complex random matrices
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      eigenvalues
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      The authors consider \(N\times N\) complex random matrices that are of the form \(H_1+H_2\), where \(H_j\), \(j=1,2\) are Hermitian and statistically independent. The regime of weak non-Hermiticity is considered, i.e. the average of \(Tr H^2_1\). In the first part of the paper, the authors study the case, when the entries of \(H_j\) are i.i.d. random variables. Using the supersymmetry technique, they show that in the limit \(N\to \infty\) the distribution of complex eigenvalues does not depend on the details of the probability distribution of \(H_j\). In the second part of the paper, the case when \(H_j\) have Gaussian distribution is considered. The authors use the orthogonal polynomial technique and, following ideas of F. J. Dyson presented in the monograph of \textit{M. L. Mehta} [Random matrices, (1991, Zbl 0780.60014)], rigorously derive expressions for various spectral statistics of \(H_1+iH_2\).
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