Eigenvalue statistics of random real matrices

DOI10.1103/PHYSREVLETT.67.941zbMATH Open0990.82528OpenAlexW2001095588WikidataQ74512334 ScholiaQ74512334MaRDI QIDQ4491908FDOQ4491908

Hans-Jürgen Sommers, Nils Lehmann

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

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Mathematics Subject Classification ID

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

Cites Work

• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Neural networks and physical systems with emergent collective computational abilities.
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Title not available (Why is that?)
• Universality of cubic-level repulsion for dissipative quantum chaos

Cited In (52)

• Averages of products of characteristic polynomials and the law of real eigenvalues for the real Ginibre ensemble
• Spectral fluctuations of multiparametric complex matrix ensembles: evidence of a single parameter dependence
• Complex random matrices have no real eigenvalues
• Analogies between random matrix ensembles and the one-component plasma in two-dimensions
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: bulk spacing distributions
• Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles
• Random Lindblad Operators Obeying Detailed Balance
• Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge
• A statistical estimation for the maximal eigenvalue of matrix
• Central limit theorems for the real eigenvalues of large Gaussian random matrices
• Title not available (Why is that?)
• Deviations from the circular law
• The Ginibre ensemble of real random matrices and its scaling limits
• Exact relation between singular value and eigenvalue statistics
• The distribution of overlaps between eigenvectors of Ginibre matrices
• Title not available (Why is that?)
• The real Ginibre ensemble with \(k=O(n)\) real eigenvalues
• Directional extremal statistics for Ginibre eigenvalues
• The single ring theorem
• Correlation functions for \(\beta =1\) ensembles of matrices of odd size
• Identifiability analysis of linear ordinary differential equation systems with a single trajectory
• A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
• Eigenvalue processes of Elliptic Ginibre Ensemble and their overlaps
• Average spectral density of multiparametric Gaussian ensembles of complex matrices
• Kac–Rice fixed point analysis for single- and multi-layered complex systems
• How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real?
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• The high temperature crossover for general 2D Coulomb gases
• Random quantum operations
• Edge universality for non-Hermitian random matrices
• Optimal lower bound on the least singular value of the shifted Ginibre ensemble
• Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series
• Almost-Hermitian random matrices: Eigenvalue density in the complex plane
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
• Skew-orthogonal polynomials in the complex plane and their Bergman-like kernels
• The eigenvalues of the empirical transition matrix of a Markov chain
• Real eigenvalue statistics for products of asymmetric real Gaussian matrices
• Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
• Extremal laws for the real Ginibre ensemble
• Large deviations from the circular law
• On the number of real eigenvalues of a product of truncated orthogonal random matrices
• Almost Hermitian Random Matrices: Crossover from Wigner-Dyson to Ginibre Eigenvalue Statistics
• Density of small singular values of the shifted real Ginibre ensemble
• Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
• Real Eigenvalues of Elliptic Random Matrices
• Quantitative invertibility of non-Hermitian random matrices
• 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
• The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles
• How Many Eigenvalues of a Random Matrix are Real?
• Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach
• Spectral radii of large non-Hermitian random matrices

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