Eigenvalue statistics of random real matrices

DOI10.1103/PhysRevLett.67.941zbMath0990.82528OpenAlexW2001095588WikidataQ74512334 ScholiaQ74512334MaRDI QIDQ4491908

Publication date: 16 July 2000

Published in: Physical Review Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1103/physrevlett.67.941

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Neural nets applied to problems in time-dependent statistical mechanics (82C32) Random matrices (algebraic aspects) (15B52)

Related Items (44)

Fluctuations in the spectrum of non-Hermitian i.i.d. matrices ⋮ Directional extremal statistics for Ginibre eigenvalues ⋮ Correlation functions for \(\beta =1\) ensembles of matrices of odd size ⋮ The real Ginibre ensemble with \(k=O(n)\) real eigenvalues ⋮ Unnamed Item ⋮ Identifiability analysis of linear ordinary differential equation systems with a single trajectory ⋮ The eigenvalues of the empirical transition matrix of a Markov chain ⋮ Edge universality for non-Hermitian random matrices ⋮ Optimal lower bound on the least singular value of the shifted Ginibre ensemble ⋮ The distribution of overlaps between eigenvectors of Ginibre matrices ⋮ Quantitative invertibility of non-Hermitian random matrices ⋮ Random Lindblad Operators Obeying Detailed Balance ⋮ Fluctuations and correlations for products of real asymmetric random matrices ⋮ Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble ⋮ Average spectral density of multiparametric Gaussian ensembles of complex matrices ⋮ Complex random matrices have no real eigenvalues ⋮ Central limit theorems for the real eigenvalues of large Gaussian random matrices ⋮ The single ring theorem ⋮ Random quantum operations ⋮ Almost-Hermitian random matrices: Eigenvalue density in the complex plane ⋮ Kac–Rice fixed point analysis for single- and multi-layered complex systems ⋮ How Many Eigenvalues of a Random Matrix are Real? ⋮ Real eigenvalue statistics for products of asymmetric real Gaussian matrices ⋮ Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles ⋮ Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Deviations from the circular law ⋮ Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series ⋮ The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles ⋮ Extremal laws for the real Ginibre ensemble ⋮ A method to calculate correlation functions for \(\beta =1\) random matrices of odd size ⋮ Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach ⋮ The high temperature crossover for general 2D Coulomb gases ⋮ Skew-orthogonal polynomials in the complex plane and their Bergman-like kernels ⋮ On the number of real eigenvalues of a product of truncated orthogonal random matrices ⋮ Density of small singular values of the shifted real Ginibre ensemble ⋮ Edge distribution of thinned real eigenvalues in the real Ginibre ensemble ⋮ The Ginibre ensemble of real random matrices and its scaling limits ⋮ Almost Hermitian Random Matrices: Crossover from Wigner-Dyson to Ginibre Eigenvalue Statistics ⋮ Random matrices: universality of local spectral statistics of non-Hermitian matrices ⋮ How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real? ⋮ Large deviations from the circular law ⋮ Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps ⋮ Analogies between random matrix ensembles and the one-component plasma in two-dimensions

Cites Work

This page was built for publication: Eigenvalue statistics of random real matrices