Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem

DOI10.1007/S10955-007-9381-2zbMATH Open1136.82019arXivmath-ph/0703019OpenAlexW3099762357MaRDI QIDQ2473345FDOQ2473345

Authors: Gernot Akemann, Eugene Kanzieper 

Publication date: 27 February 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: In the recent publication [E. Kanzieper and G. Akemann, Phys. Rev. Lett. 95, 230201 (2005); arXiv: math-ph/0507058], an exact solution was reported for the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric matrix drawn at random from Ginibre's Orthogonal Ensemble (GinOE). In the present paper, we offer a detailed derivation of the above result by concentrating on the proof of the Pfaffian integration theorem, the key ingredient of our analysis of the statistics of real eigenvalues in the GinOE. We also initiate a study of the correlations of complex eigenvalues and derive a formula for the joint probability density function of all complex eigenvalues of a GinOE matrix restricted to have exactly "k" real eigenvalues. In the particular case of "k=0", all correlation functions of complex eigenvalues are determined.

Full work available at URL: https://arxiv.org/abs/math-ph/0703019

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Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Pfaffian systems (58A17)

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Cited In (34)

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