On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values

DOI10.1088/1751-8113/41/50/502001MaRDI QIDQ5503574zbMATH OpenOpenAlexFDO

Authors Yi Wei, Y. V. Fyodorov

Publication date 15 January 2009

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.2726

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Semiclassical techniques, including WKB and Maslov methods applied to problems in quantum theory (81Q20) Quantum chaos (81Q50)

Abstract: Given any fixed $NimesN$ positive semi-definite diagonal matrix $Gge0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=UsqrtG$} where the random unitary matrices $U$ are distributed on the group $mathrmU(N)$ according to the Haar measure.

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• Discrete integrable systems and random Lax matrices
• A generalisation of the relation between zeros of the complex Kac polynomial and eigenvalues of truncated unitary matrices
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• Exact relation between singular value and eigenvalue statistics
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• Moments of ratios of characteristic polynomials of a certain class of random matrices
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• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• Asymptotic analysis of singular values of rectangular complex matrices in the Laguerre and fixed-trace ensembles
• Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
• Rank 1 perturbations in random matrix theory — A review of exact results
• The single ring theorem
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