Non-hermitian random matrix theory: Method of hermitian reduction

DOI10.1016/S0550-3213(97)00502-6zbMATH Open0925.15010arXivcond-mat/9703087OpenAlexW3104367283MaRDI QIDQ1367583FDOQ1367583

Joshua Feinberg, Anthony Zee

Publication date: 24 September 1997

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

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.

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

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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)

Cites Work

• Planar diagrams
• Title not available (Why is that?)
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Title not available (Why is that?)
• Law of addition in random matrix theory
• Large-Neigenvalue distribution of randomly perturbed asymmetric matrices
• Title not available (Why is that?)

Cited In (43)

• Spectral theory of sparse non-Hermitian random matrices
• Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles
• Replica treatment of non-Hermitian disordered Hamiltonians
• Effective non-Hermitian Hamiltonians for studying resonance statistics in open disordered systems
• Ornstein–Uhlenbeck diffusion of hermitian and non-hermitian matrices—unexpected links
• Circular law for the sum of random permutation matrices
• Free random Lévy variables and financial probabilities
• Nonhermitian supersymmetric partition functions: the case of one bosonic flavor
• Factorization of correlation functions and the replica limit of the Toda lattice equation
• QCD with bosonic quarks at nonzero chemical potential
• Antagonistic interactions can stabilise fixed points in heterogeneous linear dynamical systems
• Around the circular law
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Non-Hermitean delocalization: multiple scattering and bounds
• Equivalence of QCD in the \(\epsilon\)-regime and chiral random matrix theory with or without chemical potential
• Random-matrix theory for the Lindblad master equation
• Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes
• Random Lindblad dynamics
• Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree
• Pseudo-Hermitian random matrix theory
• Random Hermitian versus random non-Hermitian operators—unexpected links
• Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
• Spectral curves of non-Hermitian Hamiltonians
• Edge excitations of an incompressible fermionic liquid in a staggered magnetic field
• Spectrum of non-Hermitian heavy tailed random matrices
• A diagrammatic equation for oriented planar graphs
• Non-Hermitian Hamiltonian deformations in quantum mechanics
• Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
• Eigenvalues of non-Hermitian random matrices and Brown measure of non-normal operators: Hermitian reduction and linearization method
• Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
• ``Single ring theorem and the disk-annulus phase transition.
• Almost-Hermitian random matrices: Eigenvalue density in the complex plane
• An Elementary mean-field approach to the spectral densities of random matrix ensembles
• Probing non-orthogonality of eigenvectors in non-Hermitian matrix models: diagrammatic approach
• Pseudo-Hermitian random matrix models: general formalism
• Spectral and steady-state properties of random Liouvillians
• Extended two-parameter squeezed states
• Full Dysonian dynamics of the complex Ginibre ensemble
• Universal sum and product rules for random matrices
• The Brown measure of a sum of two free random variables, one of which is triangular elliptic
• Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem
• Spectrum of Markov Generators on Sparse Random Graphs
• New applications of non-Hermitian random matrices

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