Real eigenvalues of elliptic random matrices

DOI10.1093/IMRN/RNAB310MaRDI QIDQ6368354arXivFDO

Authors Sung-Soo Byun, Nam-Gyu Kang, Ji Oon Lee, Jinyeop Lee

Publication date 24 May 2021

Published in arXiv

Full work available at URL https://doi.org/10.1093/IMRN/RNAB310

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Random matrices (probabilistic aspects) (60B20)

arXiv classification

math-phmath.MPmath.PR

Abstract: We consider the real eigenvalues of an $(NimesN)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $a{u}_{N}in[0,1]$. In the almost-Hermitian regime where $1-a{u}_N=Theta(N^{-1})$, we obtain the large-$N$ expansion of the mean and the variance of the number of the real eigenvalues. Furthermore, we derive the limiting empirical distributions of the real eigenvalues, which interpolate the Wigner semicircle law and the uniform distribution, the restriction of the elliptic law on the real axis. Our proofs are based on the skew-orthogonal polynomial representation of the correlation kernel due to Forrester and Nagao.

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