Averages of products of characteristic polynomials and the law of real eigenvalues for the real Ginibre ensemble
The authors study the integral formulae for the multi-point correlation functions for the real Ginibre ensemble using the heat kernel method and the closely related proof of the asymptotic exactness of the integrals. Firstly they review the results of \textit{R. Tribe} and \textit{O. Zaboronski} [J. Math. Phys. 55, No. 6, 063304, 26 p. (2014; Zbl 1296.82045)] concerning an elementary derivation of the Borodin-Sinclair-Forrester-Nagao Pfaffian point process, which characterizes the law of real eigenvalues for the real Ginibre ensemble in the large matrix size limit, in terms of averages of products of characteristic polynomials. Then it is represented the \(K\)-point correlation function for any \(K\in \mathbb{N}\) in terms of an integral over the symmetric space \(\mathrm{U}(2K)/\mathrm{USp}(2K)\) and proven the asymptotic exactness for this integral.
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- Symplectic structure of the real Ginibre ensemble
- Characteristic polynomials in real Ginibre ensembles
- General eigenvalue correlations for the real Ginibre ensemble
- Skew orthogonal polynomials for the real and quaternion real Ginibre ensembles and generalizations
- A new approach to derive Pfaffian structures for random matrix ensembles
- Characteristic polynomials in real Ginibre ensembles
- Characteristic polynomials of random matrices.
- Differential Operators on a Semisimple Lie Algebra
- Eigenvalue statistics of random real matrices
- Fluctuations and correlations for products of real asymmetric random matrices
- Gaussian ensembles of random Hermitian matrices intermediate between orthogonal and unitary ones
- General eigenvalue correlations for the real Ginibre ensemble
- How Many Eigenvalues of a Random Matrix are Real?
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- Schur function averages for the real Ginibre ensemble
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- Superbosonization formula and its application to random matrix theory
- Symplectic structure of the real Ginibre ensemble
- The Ginibre ensemble of real random matrices and its scaling limits
- The Ginibre evolution in the large-N limit
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- Unitary Triangularization of a Nonsymmetric Matrix
- Fluctuations and correlations for products of real asymmetric random matrices
- Moments of characteristic polynomials of non-symmetric random matrices
- Schur function expansion in non-Hermitian ensembles and averages of characteristic polynomials
- Scaling limits of complex and symplectic non-Hermitian Wishart ensembles
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