Eigenvector correlations in the complex Ginibre ensemble

DOI10.1214/21-AAP1746MaRDI QIDQ2083263zbMATH OpenOpenAlexFDO

Authors Nicholas Crawford, Ron Rosenthal

Publication date 10 October 2022

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.08993

zbMATH Keywords

eigenvectorscorrelationscomplex Ginibre ensemblenonhermitian random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)

Abstract: The complex Ginibre ensemble is an $NimesN$ non-Hermitian random matrix over $mathbbC$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the eigenvectors are distributed according to Haar measure on the compact group $U(N)$, independently of the eigenvalues, the geometry of the eigenbases of the Ginibre ensemble are not particularly well understood. In this paper we systematically study properties of eigenvector correlations in this matrix ensemble. In particular, we uncover an extended algebraic structure which describes their asymptotic behavior (as $N$ goes to infinity). Our work extends previous results of Chalker and Mehlig [CM98], in which the correlation for pairs of eigenvectors was computed.

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Cited in

(16)

• Ornstein-Uhlenbeck diffusion of Hermitian and non-Hermitian matrices -- unexpected links
• A note on mixed matrix moments for the complex Ginibre ensemble
• On statistics of bi-orthogonal eigenvectors in real and complex Ginibre ensembles: combining partial Schur decomposition with supersymmetry
• Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018
• Non-Hermitian ensembles
• Explicit formulas concerning eigenvectors of weakly non-unitary matrices
• Eigenvectors of non normal random matrices
• Mean left-right eigenvector self-overlap in the real Ginibre ensemble
• Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles
• Progress on the study of the Ginibre ensembles
• Universal eigenvector correlations in quaternionic Ginibre ensembles
• Symmetries of the quaternionic Ginibre ensemble
• Spectral statistics in directed complex networks and universality of the Ginibre ensemble
• The distribution of overlaps between eigenvectors of Ginibre matrices
• Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge
• Full Dysonian dynamics of the complex Ginibre ensemble

Describes a project that uses

Uses Software

• Eigtool

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