BA Khoruzhenko, S Lysychkin - arXiv preprint arXiv:2111.02381, 2021 - arxiv.org
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is …
PJ Forrester - Electronic Communications in Probability, 2024 - projecteuclid.org
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 …
The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large N expansions …
W FitzGerald, N Simm - Annales de l'Institut Henri Poincare (B) …, 2023 - projecteuclid.org
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 …
We show how the replica method can be used to compute the asymptotic eigenvalue spectrum of a real Wishart product matrix. For unstructured factors, this provides a compact …
G Akemann, SS Byun - Constructive Approximation, 2024 - Springer
We study the product P m of m real Ginibre matrices with Gaussian elements of size N, which has received renewed interest recently. Its eigenvalues, which are either real or come …
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 …
JR Ipsen, PJ Forrester - Journal of Physics A: Mathematical and …, 2018 - iopscience.iop.org
We present a null model for single-and multi-layered complex systems constructed using homogeneous and isotropic random Gaussian maps. By means of a Kac–Rice formalism …
ABSTRACT A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported …