A method to calculate correlation functions for =1 random matrices of odd size
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A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
Abstract: The calculation of correlation functions for random matrix ensembles, which can be carried out using Pfaffians, has the peculiar feature of requiring a separate calculation depending on the parity of the matrix size N. This same complication is present in the calculation of the correlations for the Ginibre Orthogonal Ensemble of real Gaussian matrices. In fact the methods used to compute the , N odd, correlations break down in the case of N odd real Ginibre matrices, necessitating a new approach to both problems. The new approach taken in this work is to deduce the , N odd correlations as limiting cases of their N even counterparts, when one of the particles is removed towards infinity. This method is shown to yield the correlations for N odd real Gaussian matrices.
This paper deals with the \(\beta=1\) random matrix ensembles. For instance, in the case of the Wigner Gaussian ensembles the joint probability distribution of the eigenvalues of an \(N\times N\) matrix is \[ P_{\beta,N}(x_1,\ldots,x_N)=\frac1{C_{\beta,N}}e^{-\beta \sum_{i=1}^N x_i^2/2} \prod_{i<j}|x_i-x_j|^\beta : \] the GOE corresponds to \(\beta=1\), the GUE to \(\beta=2\) and the GSE to \(\beta=4\). The authors are particularly interested in the \(\beta=1\) Ginibre ensemble. A particularity of \(\beta=1\) is that the computation of eigenvalue correlation functions follows a different route according to the parity of \(N\). The authors devise a way to get the odd-\(N\) eigenvalue correlation functions via a limiting procedure from the even-\(N\) ones; they apply this method first to the \(\beta=1\) Wigner ensemble (where the result is already well established via other methods) and then to the \(\beta=1\) Ginibre ensemble.
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(23)- Condition numbers for real eigenvalues in the real elliptic Gaussian ensemble
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- Correlation functions for \(\beta =1\) ensembles of matrices of odd size
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