This is part II of a review relating to the three classes of random non-Hermitian Gaussian
matrices introduced by Ginibre in 1965. While part I restricted attention to the GinUE (Ginibre …

We compute the persistence for the 2 D-diffusion equation with random initial condition, ie,
the probability p 0 (t) that the diffusion field, at a given point x in the plane, has not changed …

We study real eigenvalues of $ N\times N $ real elliptic Ginibre matrices indexed by a non-
Hermiticity parameter $0\leq\tau< 1$, in both the strong and weak non-Hermiticity regime …

We consider the real eigenvalues of an real elliptic Ginibre matrix whose entries are
correlated through a non-Hermiticity parameter. In the almost-Hermitian regime where, we …

We consider the real eigenvalues of the elliptic Ginibre matrix indexed by the non-Hermiticity
parameter τ∈[0, 1], and present a Harer-Zagier type recursion formula for the even moments …

This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices
equipped with the Haar measure. The joint eigenvalue probability density function is …

Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear
combination of a real symmetric, and real anti-symmetric, Gaussian random matrix and …

We study the real eigenvalue statistics of products of independent real Ginibre random
matrices. These are matrices all of whose entries are real iid standard Gaussian random …

Let O be chosen uniformly at random from the group of (N+ L)×(N+ L) orthogonal matrices.
Denote by O˜ the upper-left N× N corner of O, which we refer to as a truncation of O. In this …

In this work, we consider the weighted difference of two independent complex Wishart
matrices and derive the joint probability density function of the corresponding eigenvalues in …