Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles

DOI10.1063/1.3496899MaRDI QIDQ5253993zbMATHOpenAlexFDO

Authors

Publication date 5 June 2015

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.4222

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Approximations to statistical distributions (nonasymptotic) (62E17) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Abstract: We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are orthogonal with respect to a non-Gaussian weight including a modified Bessel function of the second kind, and we give an elementary proof for this. In the large $n$ limit, the eigenvalue statistics at the spectral edge close to the real axis are described by the same family of kernels interpolating between Airy and Poisson that was recently found by one of the authors for the elliptic Ginibre ensemble. We conclude that this scaling limit is universal, appearing for two different non-Hermitian random matrix ensembles with unitary symmetry. As a second result we give an equivalent form for the interpolating Airy kernel in terms of a single real integral, similar to representations for the asymptotic kernel in the bulk and at the hard edge of the spectrum. This makes its structure as a one-parameter deformation of the Airy kernel more transparent.

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Cited in

(16)

• The elliptic Ginibre ensemble: A unifying approach to local and global statistics for higher dimensions
• Directional extremal statistics for Ginibre eigenvalues
• The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source
• Wronskian structures of planar symplectic ensembles
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
• Gegenbauer and other planar orthogonal polynomials on an ellipse in the complex plane
• On the rightmost eigenvalue of non-Hermitian random matrices
• A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality
• The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles
• Almost-Hermitian random matrices and bandlimited point processes
• Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence
• Eigenvalues of large chiral non-Hermitian random matrices
• Edge behavior of higher complex-dimensional determinantal point processes
• Universality at weak and strong non-Hermiticity beyond the elliptic Ginibre ensemble
• Random normal matrices in the almost-circular regime
• Edge scaling limits for a family of non-Hermitian random matrix ensembles

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