Real eigenvalue statistics for products of asymmetric real Gaussian matrices
From MaRDI portal
Publication:501244
Abstract: Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is known that as the number of matrices in the product tends to infinity, the probability that all eigenvalues are real tends to unity. We quantify the distribution of the number of real eigenvalues for products of finite size real Gaussian matrices by giving an explicit Pfaffian formula for the probability that there are exactly real eigenvalues as a determinant with entries involving particular Meijer G-functions. We also compute the explicit form of the Pfaffian correlation kernel for the correlation between real eigenvalues, and the correlation between complex eigenvalues. The simplest example of these - the eigenvalue density of the real eigenvalues - gives by integration the expected number of real eigenvalues. Our ability to perform these calculations relies on the construction of certain skew-orthogonal polynomials in the complex plane, the computation of which is carried out using their relationship to particular random matrix averages.
Recommendations
- Real eigenvalues of non-Gaussian random matrices and their products
- Probability of all eigenvalues real for products of standard Gaussian matrices
- Eigenvalue statistics of random real matrices
- Eigenvalue statistics for product complex Wishart matrices
- scientific article; zbMATH DE number 572282
- On the real spectrum of a product of Gaussian matrices
- Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
- Eigenvalue statistics for generalized symmetric and Hermitian matrices
- Eigenvalues and singular values of products of rectangular Gaussian random matrices -- the extended version
Cites work
- A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
- Averages over Ginibre's Ensemble of Random Real Matrices
- Diffusion processes and the asymptotic bulk gap probability for the real Ginibre ensemble
- Eigenvalue statistics for product complex Wishart matrices
- Eigenvalue statistics of random real matrices
- Entanglement optimizing mixtures of two-qubit states
- Exact evaluations of some Meijer \(\mathrm{G}\)-functions and probability of all eigenvalues real for the product of two Gaussian matrices
- How Many Eigenvalues of a Random Matrix are Real?
- Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
- Kruskal's polynomial for \(2 \times{}2 \times{}2\) arrays and a generalization to \(2 \times{}n \times{}n\) arrays
- Log-gases and random matrices.
- Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices
- Matrix averages relating to Ginibre ensembles
- On the number of real eigenvalues of products of random matrices and an application to quantum entanglement
- Pfaffian formulae for one dimensional coalescing and annihilating systems
- Pfaffian point process for the Gaussian real generalised eigenvalue problem
- Probability of all eigenvalues real for products of standard Gaussian matrices
- Products of independent non-Hermitian random matrices
- Rank probabilities for real random \(N\times N \times 2\) tensors
- Real eigenvalues of non-Gaussian random matrices and their products
- Recent exact and asymptotic results for products of independent random matrices
- Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
- Skew orthogonal polynomials and the partly symmetric real Ginibre ensemble
- Skew orthogonal polynomials for the real and quaternion real Ginibre ensembles and generalizations
- Skew-orthogonal Laguerre polynomials for chiral real asymmetric random matrices
- Statistics of extreme spacings in determinantal random point processes
- Symplectic structure of the real Ginibre ensemble
- Tensor Decompositions and Applications
- The Asymptotic Expansion of the Meijer G-Function
- The Ginibre ensemble of real random matrices and its scaling limits
- The chiral Gaussian two-matrix ensemble of real asymmetric matrices
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
- What is the probability that a large random matrix has no real eigenvalues?
Cited in
(24)- Kac-Rice fixed point analysis for single- and multi-layered complex systems
- Complex random matrices have no real eigenvalues
- Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality
- Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge
- Exact evaluations of some Meijer \(\mathrm{G}\)-functions and probability of all eigenvalues real for the product of two Gaussian matrices
- The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
- The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\)
- Probability of all eigenvalues real for products of standard Gaussian matrices
- Multiplicative convolution of real asymmetric and real anti-symmetric matrices
- On the real spectrum of a product of Gaussian matrices
- Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
- Time-inhomogeneous random Markov chains
- Spectral moments of the real Ginibre ensemble
- Pfaffian point process for the Gaussian real generalised eigenvalue problem
- Real eigenvalues of non-Gaussian random matrices and their products
- Products of random matrices from fixed trace and induced Ginibre ensembles
- On the number of real eigenvalues of products of random matrices and an application to quantum entanglement
- Random matrix products: universality and least singular values
- Phase transitions for infinite products of large non-Hermitian random matrices
- Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
- How many eigenvalues of a product of truncated orthogonal matrices are real?
- On the number of real eigenvalues of a product of truncated orthogonal random matrices
- Product matrix processes for coupled multi-matrix models and their hard edge scaling limits
- Fluctuations and correlations for products of real asymmetric random matrices
This page was built for publication: Real eigenvalue statistics for products of asymmetric real Gaussian matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q501244)
