On the determinantal structure of conditional overlaps for the complex Ginibre ensemble

DOI10.1142/S201032632050015XMaRDI QIDQ3387067zbMATH OpenOpenAlexWikidataFDO

Authors Athanasios Tsareas, Gernot Akemann, Roger Tribe, Oleg Zaboronski

Publication date 12 January 2021

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.09016

zbMATH Keywords

bi-orthogonal polynomialsChalker-Mehlig formulacomplex Ginibre ensemblecomplex matrix-valued Brownian motionconditional expectations of overlapsdeterminnantal structureDyson's theoremlocal bulk and edge scaling limits

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (probabilistic aspects) (60B20) Gaussian processes (60G15) Brownian motion (60J65) Classical equilibrium statistical mechanics (general) (82B05)

Abstract: We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the right eigenvectors for the complex $NimesN$ Ginibre ensemble, conditional on an arbitrary number $k=1,2,ldots$ of complex eigenvalues.These objects provide the simplest generalisation of the expectations of the diagonal overlap ($k=1$) and the off-diagonal overlap ($k=2$) considered originally by Chalker and Mehlig. They also appear naturally in the problem of joint evolution of eigenvectors and eigenvalues for Brownian motions with values in complex matrices studied by the Krakow school. We find that these expectations possess a determinantal structure, where the relevant kernels can be expressed in terms of certain orthogonal polynomials in the complex plane. Moreover, the kernels admit a rather tractable expression for all $Ngeq2$. This result enables a fairly straightforward calculation of the conditional expectation of the overlap matrix in the local bulk and edge scaling limits as well as the proof of the exact algebraic decay and asymptotic factorisation of these expectations in the bulk.

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Cited in

(22)

• The distribution of overlaps between eigenvectors of Ginibre matrices
• Condition numbers for real eigenvalues in the real elliptic Gaussian ensemble
• On eigenvector statistics in the spherical and truncated unitary ensembles
• Full Dysonian dynamics of the complex Ginibre ensemble
• Remarks on the thin obstacle problem and constrained Ginibre ensembles
• Eigenvalue processes of elliptic Ginibre ensemble and their overlaps
• Eigenfunction non-orthogonality factors and the shape of CPA-like dips in a single-channel reflection from lossy chaotic cavities
• Universal eigenvector correlations in quaternionic Ginibre ensembles
• On the Condition Number of the Shifted Real Ginibre Ensemble
• A note on mixed matrix moments for the complex Ginibre ensemble
• Optimal lower bound on eigenvector overlaps for non-Hermitian random matrices
• Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge
• Determinantal structure and bulk universality of conditional overlaps in the complex Ginibre ensemble
• Mean left-right eigenvector self-overlap in the real Ginibre ensemble
• Eigenvalue and pseudospectrum processes generated by nonnormal Toeplitz matrices with rank 1 perturbations
• Universality for diagonal eigenvector overlaps of non-Hermitian random matrices
• Optimal decay of eigenvector overlap for non-Hermitian random matrices
• Determinantal structure of the overlaps for induced spherical unitary ensemble
• Mean eigenvector self-overlap in the real and complex elliptic Ginibre ensembles at strong and weak non-Hermiticity
• Complex symmetric, self-dual, and Ginibre random matrices: analytical results for three classes of bulk and edge statistics
• Pfaffian structure of the eigenvector overlap for the symplectic Ginibre ensemble
• Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion

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