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 …
PJ Forrester - Random Matrices: Theory and Applications, 2023 - World Scientific
A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank 1 perturbation. Considered in …
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the …
We investigate the evolution of the empirical distribution of the complex roots of high-degree random polynomials, when the polynomial undergoes the heat flow. In one prominent …
We investigate radial statistics of zeros of hyperbolic Gaussian Analytic Functions (GAF) of the form $\varphi (z)=\sum_ {k\ge 0} c_k z^ k $ given that $|\varphi (0)|^ 2= t $ and assuming …
Complex eigenvalues of random matrices J= GUE+ i γ diag (1, 0,…, 0) provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a …
This open access book focuses on the Ginibre ensembles that are non-Hermitian random matrices proposed by Ginibre in 1965. Since that time, they have enjoyed prominence within …
We provide a dynamical study of a model of multiplicative perturbation of a unitary matrix introduced by Fyodorov. In particular, we identify a flow of deterministic domains that bound …
This thesis is structured into two parts. In the first part, we consider the random variable X:= Tr (f1 (W) A1... fk (W) Ak) where W is an N× N Hermitian Wigner matrix, k∈ N, and we …