Spectral statistics of non-Hermitian random matrix ensembles

Author:

Chen Ryan C.1,Kim Yujin H.2,Lichtman Jared D.3,Miller Steven J.4,Sweitzer Shannon5,Winsor Eric6

Affiliation:

1. Department of Mathematics, Princeton University, Princeton, NJ 08544, USA

2. Department of Mathematics, Columbia University, New York, NY 10027, USA

3. Department of Mathematics, Dartmouth College, Hanover, NH 03755, USA

4. Department of Mathematics and Statistics, Williams College, Williamstown, MA 01267, USA

5. Department of Mathematics, University of California, Riverside, CA 92521, USA

6. Department of Mathematics, University of Michigan, Ann Arbor, MI 48109, USA

Abstract

Recently Burkhardt et al. introduced the [Formula: see text]-checkerboard random matrix ensembles, which have a split limiting behavior of the eigenvalues (in the limit all but [Formula: see text] of the eigenvalues are on the order of [Formula: see text] and converge to semi-circular behavior, with the remaining [Formula: see text] of size [Formula: see text] and converging to hollow Gaussian ensembles). We generalize their work to consider non-Hermitian ensembles with complex eigenvalues; instead of a blip new behavior is seen, ranging from multiple satellites to annular rings. These results are based on moment method techniques adapted to the complex plane as well as analysis of singular values.

Funder

National Science Foundation

Publisher

World Scientific Pub Co Pte Lt

Subject

Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Statistics and Probability,Algebra and Number Theory

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