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

DOI10.1088/1751-8113/41/50/502001zbMATH Open1154.81343arXiv0809.2726OpenAlexW2033317722MaRDI QIDQ5503574FDOQ5503574

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)

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.

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

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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)

Cited In (13)

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

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