Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
From MaRDI portal
Publication:2473345
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.
Recommendations
- General eigenvalue correlations for the real Ginibre ensemble
- The Ginibre ensemble of real random matrices and its scaling limits
- Real eigenvalue statistics for products of asymmetric real Gaussian matrices
- Pfaffian point process for the Gaussian real generalised eigenvalue problem
- Skew orthogonal polynomials and the partly symmetric real Ginibre ensemble
Cites work
- A method of integration over matrix variables. III
- A note on certain multiple integrals
- Almost Hermitian Random Matrices: Crossover from Wigner-Dyson to Ginibre Eigenvalue Statistics
- Asymptotics of skew orthogonal polynomials
- Averages of characteristic polynomials in random matrix theory
- Averages over Ginibre's Ensemble of Random Real Matrices
- Characteristic vectors of bordered matrices with infinite dimensions. II
- Circular law
- Classical skew orthogonal polynomials and random matrices
- Classification of Irreducible Unitary Representations of Compact Simple Lie Groups. II
- Correlation functions, cluster functions, and spacing distributions for random matrices
- Correlations between eigenvalues of a random matrix
- Distribution of complex eigenvalues for symplectic ensembles of non-Hermitian matrices
- Eigenvalue correlations in non-Hermitean symplectic random matrices
- Eigenvalue statistics of random real matrices
- Elliptic Law
- Factorization of correlation functions and the replica limit of the Toda lattice equation
- How Many Eigenvalues of a Random Matrix are Real?
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3901742 (Why is no real title available?)
- scientific article; zbMATH DE number 3979513 (Why is no real title available?)
- scientific article; zbMATH DE number 48233 (Why is no real title available?)
- scientific article; zbMATH DE number 1222942 (Why is no real title available?)
- scientific article; zbMATH DE number 1181673 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 5238371 (Why is no real title available?)
- Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
- Massive partition functions and complex eigenvalue correlations in matrix models with symplectic symmetry
- MATRIX MODELS AND QCD WITH CHEMICAL POTENTIAL
- Quantum chaos and QCD at finite chemical potential
- Random matrices close to Hermitian or unitary: overview of methods and results
- Replica field theories, Painlevé transcendents, and exact correlation functions
- Replica treatment of non-Hermitian disordered Hamiltonians
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles
- Supersymmetry in Disorder and Chaos
- Symplectic structure of the real Ginibre ensemble
- The complex Laguerre symplectic ensemble of non-Hermitian matrices
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
- The unreasonable effectiveness of mathematics in the natural sciences. Richard courant lecture in mathematical sciences delivered at New York University, May 11, 1959
- Universality of cubic-level repulsion for dissipative quantum chaos
Cited in
(37)- A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
- The Ginibre ensemble of real random matrices and its scaling limits
- Matrix quantum mechanics on \(S^1 / \mathbb{Z}_2\)
- The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
- Pfaffian point process for the Gaussian real generalised eigenvalue problem
- Fluctuation around the circular law for random matrices with real entries
- Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach
- The octagon as a determinant
- On the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries
- Random matrices: universality of local spectral statistics of non-Hermitian matrices
- Circular law theorem for random Markov matrices
- Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
- Nonlinear analogue of the May-Wigner instability transition
- Central limit theorems for the real eigenvalues of large Gaussian random matrices
- The real Ginibre ensemble with \(k=O(n)\) real eigenvalues
- Erratum to: ``The Ginibre ensemble of real random matrices and its scaling limits
- General eigenvalue correlations for the real Ginibre ensemble
- Symplectic structure of the real Ginibre ensemble
- Eigenvalue separation in some random matrix models
- Around the circular law
- Real eigenvalue statistics for products of asymmetric real Gaussian matrices
- Bures–Hall ensemble: spectral densities and average entropies
- Non-Hermitean Wishart random matrices (I)
- A note on the Pfaffian integration theorem
- Spectral theory of sparse non-Hermitian random matrices
- Random Lindblad Operators Obeying Detailed Balance
- On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases
- Duality in non-Hermitian random matrix theory
- Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge
- Averages of products of characteristic polynomials and the law of real eigenvalues for the real Ginibre ensemble
- Phase transition of eigenvalues in deformed Ginibre ensembles. II: GinSE
- The probability of almost all eigenvalues being real for the elliptic real Ginibre ensemble
- Large deviations and fluctuations of real eigenvalues of elliptic random matrices
- Scaling limits of complex and symplectic non-Hermitian Wishart ensembles
- Probability of local bifurcation type from a fixed point: a random matrix perspective
- Delocalization of eigenvectors of random matrices with independent entries
- Real roots of random polynomials and zero crossing properties of diffusion equation
This page was built for publication: Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2473345)
