Progress on the study of the Ginibre ensembles II: GinOE and GinSE

SS Byun, PJ Forrester - arXiv preprint arXiv:2301.05022, 2023 - arxiv.org
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 …

Truncations of random symplectic unitary matrices

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 …

Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices

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 …

Spectral moments of the real Ginibre ensemble

SS Byun, PJ Forrester - The Ramanujan Journal, 2024 - Springer
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 …

Fluctuations and correlations for products of real asymmetric random matrices

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 …

Replica method for eigenvalues of real Wishart product matrices

JA Zavatone-Veth, C Pehlevan - SciPost Physics Core, 2023 - scipost.org
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 …

The Product of m Real Ginibre Matrices: Real Eigenvalues in the Critical Regime

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 …

On the number of real eigenvalues of a product of truncated orthogonal random matrices

A Little, F Mezzadri, N Simm - Electronic Journal of Probability, 2022 - projecteuclid.org
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 …

Kac–Rice fixed point analysis for single-and multi-layered complex systems

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 …

How many eigenvalues of a product of truncated orthogonal matrices are real?

PJ Forrester, JR Ipsen, S Kumar - Experimental Mathematics, 2020 - Taylor & Francis
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 …