Level crossing in random matrices. II Random perturbation of a random matrix

DOI10.1088/1751-8121/AB1733MaRDI QIDQ6303376arXivWikidataFDO

Authors Tobias Grøsfjeld, Boris Shapiro, K. Zarembo

Publication date 22 June 2018

Published in arXiv

Full work available at URL https://doi.org/10.1088/1751-8121/AB1733

Mathematics Subject Classification ID

Matrix pencils (15A22) Random matrices (algebraic aspects) (15B52) Perturbation theory of linear operators (47A55) Random matrices (probabilistic aspects) (60B20)

arXiv classification

hep-thmath-phmath.MP

Abstract: In this paper we study the distribution of level crossings for the spectra of linear families A+lambda B, where A and B are square matrices independently chosen from some given Gaussian ensemble and lambda is a complex-valued parameter. We formulate a number of theoretical and numerical results for the classical Gaussian ensembles and some generalisations. Besides, we present intriguing numerical information about the distribution of monodromy in case of linear families for the classical Gaussian ensembles of 3 * 3 matrices.

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