Non-hermitian random matrix theory: Method of hermitian reduction

DOI10.1016/S0550-3213(97)00502-6MaRDI QIDQ1367583zbMATHOpenAlexFDO

Authors Joshua Feinberg, Anthony Zee

Publication date 24 September 1997

Published in Nuclear Physics B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9703087

zbMATH Keywords

eigenvalue densityGreen functionanalytic function theorynonGaussian ensembles

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Abstract: We consider random non-hermitean matrices in the large $N$ limit. The power of analytic function theory cannot be brought to bear directly to analyze non-hermitean random matrices, in contrast to hermitean random matrices. To overcome this difficulty, we show that associated to each ensemble of non-hermitean matrices there is an auxiliary ensemble of random hermitean matrices which can be analyzed by the usual methods. We then extract the Green's function and the density of eigenvalues of the non-hermitean ensemble from those of the auxiliary ensemble. We apply this "method of hermitization" to several examples, and discuss a number of related issues.

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Cited in

(48)

• Ornstein-Uhlenbeck diffusion of Hermitian and non-Hermitian matrices -- unexpected links
• Non-hermitian random matrix models
• Spectral and steady-state properties of random Liouvillians
• Spectrum of non-Hermitian heavy tailed random matrices
• A diagrammatic equation for oriented planar graphs
• Non-Hermitian Hamiltonian deformations in quantum mechanics
• Probing non-orthogonality of eigenvectors in non-Hermitian matrix models: diagrammatic approach
• Spectral theory of sparse non-Hermitian random matrices
• Duality in non-Hermitian random matrix theory
• Non-Gaussian non-Hermitian random matrix theory: phase transition and addition formalism
• Around the circular law
• Nonhermitian supersymmetric partition functions: the case of one bosonic flavor
• Non-Hermitean Wishart random matrices (I)
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• An Elementary mean-field approach to the spectral densities of random matrix ensembles
• Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
• Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
• Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem
• Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles
• scientific article; zbMATH DE number 1222209 (Why is no real title available?)
• Random Hermitian versus random non-Hermitian operators—unexpected links
• Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree
• Non-Hermitean delocalization: multiple scattering and bounds
• Factorization of correlation functions and the replica limit of the Toda lattice equation
• Spectral curves of non-Hermitian Hamiltonians
• QCD with bosonic quarks at nonzero chemical potential
• Pseudo-Hermitian random matrix theory
• Edge excitations of an incompressible fermionic liquid in a staggered magnetic field
• Antagonistic interactions can stabilise fixed points in heterogeneous linear dynamical systems
• Replica treatment of non-Hermitian disordered Hamiltonians
• Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
• Extended two-parameter squeezed states
• Pseudo-Hermitian random matrix models: general formalism
• ``Single ring theorem and the disk-annulus phase transition.
• Equivalence of QCD in the \(\epsilon\)-regime and chiral random matrix theory with or without chemical potential
• Effective non-Hermitian Hamiltonians for studying resonance statistics in open disordered systems
• Free random Lévy variables and financial probabilities
• Full Dysonian dynamics of the complex Ginibre ensemble
• Towards non-Hermitian random Lévy matrices
• Random-matrix theory for the Lindblad master equation
• Universal sum and product rules for random matrices
• Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes
• Circular law for the sum of random permutation matrices
• Spectrum of Markov generators on sparse random graphs
• Almost-Hermitian random matrices: Eigenvalue density in the complex plane
• The Brown measure of a sum of two free random variables, one of which is triangular elliptic
• Random Lindblad dynamics
• Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices

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