The real Ginibre ensemble with k=O(n) real eigenvalues
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Publication:300704
Abstract: We consider the ensemble of Real Ginibre matrices with a positive fraction of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and we introduce a two phase log-gas whose stationary distribution coincides with the spectral measure of the ensemble. Using these tools we provide an asymptotic expansion for the probability that an Ginibre matrix has real eigenvalues and we characterize the spectral measures of these matrices.
The authors consider the ensemble of real Ginibre matrices conditioned to have positive fraction \(\alpha >0\) of real eigenvalues. They demonstrate a large deviations principle for the joint eigenvalue density of such matrices and introduce a two phase log-gas whose stationary distribution coincides with the spectral measure of the ensemble. Using these tools they provide an asymptotic expansion for the probability \(p_{\alpha n}^n\) that an \(n\times n\) Ginibre matrix has \(k=\alpha n\) real eigenvalues and then they characterize the spectral measures of these matrices.
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- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
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Cited in
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- Density of small singular values of the shifted real Ginibre ensemble
- Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
- The largest real eigenvalue in the real Ginibre ensemble and its relation to the Zakharov-Shabat system
- On the distribution of the largest real eigenvalue for the real Ginibre ensemble
- Extremal laws for the real Ginibre ensemble
- What is the probability that a large random matrix has no real eigenvalues?
- Symplectic structure of the real Ginibre ensemble
- Remarks on the thin obstacle problem and constrained Ginibre ensembles
- Remarks on a constrained optimization problem for the Ginibre ensemble
- On the Condition Number of the Shifted Real Ginibre Ensemble
- Directional extremal statistics for Ginibre eigenvalues
- The product of m real N N Ginibre matrices: real eigenvalues in the critical regime m = O(N)
- Spectral moments of the real Ginibre ensemble
- Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
- 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
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