×

An induced real quaternion spherical ensemble of random matrices. (English) Zbl 1365.15045

The authors study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries. They use the induced spherical ensemble as those \(N\times N\) matrices \(G\) that are defined by the matrix probability to define the ensemble by the matrix probability distribution function that is a density function proportional to \(\frac{\det(GG^+)^{2L}}{\det(1_N+GG^+)^{2(n+N+L)}}\). Such matrices can also be constructed via a procedure called ‘inducing’, using a product of a Wishart matrix (with parameters \(n\), \(N\)) and a rectangular Ginibre matrix of size \((N+L)\times N\). Using functional differentiation of a generalized partition function, they make use of skew-orthogonal polynomials to find expressions for the eigenvalue \(m\)-point correlation functions, and in particular the eigenvalue density (when \(m=1\)). After a stereographic projection, the density is uniform on a spherical annulus, except for a depletion of eigenvalues on a great circle corresponding to the real axis (as expected for a real quaternion ensemble). The authors also form a conjecture for the behavior of the density near the real line based on analogous results in the \(\beta=1\) and \(\beta =2\) ensembles.

MSC:

15B52 Random matrices (algebraic aspects)
60B20 Random matrices (probabilistic aspects)
15B33 Matrices over special rings (quaternions, finite fields, etc.)
15A18 Eigenvalues, singular values, and eigenvectors

References:

[1] Akemann, G., The complex Laguerre symplectic ensemble of non-Hermitian matrices, Nuclear Phys. B730(3) (2005) 253-299. · Zbl 1276.81103
[2] Akemann, G. and Basile, F., Massive partition functions and complex eigenvalue correlations in matrix models with symplectic symmetry, Nuclear Phys. B766 (2007) 150-177. · Zbl 1117.81109
[3] Akemann, G. and Phillips, M. J., The interpolating Airy kernels for the \(\beta = 1\) and \(\beta = 4\) elliptic Ginibre ensembles, J. Statist. Phys.155(3) (2014) 421-465. · Zbl 1295.15021
[4] Akemann, G., Phillips, M. J. and Sommers, H.-J., Characteristic polynomials in real Ginibre ensembles, J. Phys. A42 (2009), Article ID: 012001. · Zbl 1154.81334
[5] Armentano, D., Beltrán, C. and Shub, M., Minimizing the discrete logarithmic energy on the sphere: The role of random polynomials, Trans. Amer. Math. Soc.363(6) (2011) 2955-2965. · Zbl 1223.31003
[6] Bai, Z. D., Circular law, Ann. Probab.25(1) (1997) 494-529. · Zbl 0871.62018
[7] Baik, J., Deift, P. and Strahov, E., Products and ratios of characteristic polynomials of random Hermitian matrices, J. Math. Phys.44(8) (2003) 3657-3670. · Zbl 1062.15014
[8] Bordenave, C., On the spectrum of sum and product of non-Hermitian random matrices, Electron. Commun. Probab.16(10) (2011) 104-113. · Zbl 1227.60010
[9] Borodin, A. and Serfaty, S., Renormalized energy concentration in random matrices, Comm. Math. Phys.320(1) (2013) 199-244. · Zbl 1276.60007
[10] Borodin, A. and Sinclair, C. D., The Ginibre ensemble of real random matrices and its scaling limits, Comm. Math. Phys.291 (2009) 177-224. · Zbl 1184.82004
[11] de Bruijn, N. G., On some multiple integrals involving determinants, J. Indian Math. Soc.19 (1955) 133-151. · Zbl 0068.24904
[12] Dyson, F. J., The threefold way: Algebraic structure of symmetry groups and ensembles of quantum mechanics, J. Math. Phys.3(6) (1962) 1199-1215. · Zbl 0134.45703
[13] Dyson, F. J., Correlations between eigenvalues of a random matrix, Comm. Math. Phys.19(3) (1970) 235-250. · Zbl 0221.62019
[14] Edelman, A., Kostlan, E. and Shub, M., How many eigenvalues of a random matrix are real?J. Amer. Math. Soc.7(1) (1994) 247-267. · Zbl 0790.15017
[15] Feinberg, J. and Zee, A., Non-gaussian non-hermitian random matrix theory: Phase transition and addition formalism, Nuclear Phys. B501 (1997) 643-669. · Zbl 0933.82024
[16] Feinberg, J., On the universality of the probability distribution of the product \(B^{- 1} X\) of random matrices, J. Phys. A37 (2004) 6823. · Zbl 1064.15026
[17] J. Fischmann, Eigenvalue distributions on a single ring, Ph.D. Thesis, University of London (2013), https://qmro.qmul.ac.uk/jspui/handle/123456789/8483.
[18] Fischmann, J. and Forrester, P., One-component plasma on a spherical annulus and a random matrix ensemble, J. Statist. Mech.: Theory Exp.2011(10) (2011) P10003.
[19] Fischmann, J., Bruzda, W., Khoruzhenko, B., Sommers, H.-J. and Życzkowski, K., Induced Ginibre ensemble of random matrices and quantum operations, J. Phys. A: Math. Theoret.45(7) (2012) 075203. · Zbl 1241.81011
[20] Forrester, P. J., The limiting Kac random polynomial and truncated random orthogonal matrices, J. Statist. Mech.46 (2010) P12018.
[21] Forrester, P. J., Log-Gases and Random Matrices (Princeton University Press, Princeton, 2010). · Zbl 1217.82003
[22] Forrester, P. J., Skew orthogonal polynomials for the real and quaternion real Ginibre ensembles and generalizations, J. Phys. A46 (2013) 245203. · Zbl 1279.15028
[23] Forrester, P. J. and Mays, A., Pfaffian point process for the Gaussian real generalised eigenvalue problem, Probab. Theory Related Fields154 (2012) 1-47. · Zbl 1262.60008
[24] Forrester, P. J. and Nagao, T., Eigenvalue statistics of the real Ginibre ensemble, Phys. Rev. Lett.99(5) (2007) 050603.
[25] Fyodorov, Y. V. and Khoruzhenko, B. A., Averages of spectral determinants and single ring theorem of Feinberg and Zee, Acta Phys. Polonica B38 (2007) 4067-4078. · Zbl 1371.82076
[26] Fyodorov, Y. V. and Sommers, H.-J., Random matrices close to Hermitian or unitary: Overview of methods and results, J. Phys. A36 (2003) 3303-3347. · Zbl 1069.82006
[27] Ginibre, J., Statistical ensembles of complex, quaternion and real matrices, J. Math. Phys.6(3) (1965) 440-449. · Zbl 0127.39304
[28] Girko, V. L., Circular law (trans. Durri-Hamdani), Theory Probab. Appl.29(4) (1985) 694-706.
[29] Götze, F. and Tikhomirov, A., The circular law for random matrices, Ann. Probab.38(4) (2010) 1444-1491. · Zbl 1203.60010
[30] Guionnet, A., Krishnapur, M. and Zeitouni, O., The single ring theorem, Ann. Math.174 (2011) 1189-1217. · Zbl 1239.15018
[31] Halasz, M. A., Osborn, J. C. and Verbaaschot, J. J. M., Random matrix triality at nonzero chemical potential, Phys. Rev. D56(11) (1997) 7059.
[32] Hough, J. B., Krishnapur, M., Peres, Y. and Virág, B., Zeros of Gaussian Analytic Functions and Determinantal Point Processes, , Vol. 51 (American Mathematical Society, Providence, 2009). · Zbl 1190.60038
[33] J. R. Ipsen, Products of independent Gaussian random matrices, Ph.D. Thesis, Bielefeld University (2015), https://pub.unibielefeld.de/download/2777595/2777600. · Zbl 1316.15041
[34] Kanzieper, E., Eigenvalue correlations in non-Hermitean symplectic random matrices, J. Phys. A35 (2002) 6631-6644. · Zbl 1040.82028
[35] Khoruzenko, B. A. and Sommers, H.-J., Non-Hermitian ensembles, in The Oxford Handbook of Random Matrix Theory, eds. Akemann, G., Baik, J. and Di Francesco, P. (Oxford University Press, USA, 2011). · Zbl 1225.15004
[36] Khoruzhenko, B. A., Sommers, H.-J. and Życzkowski, K., Truncations of random orthogonal matrices, Phys. Rev. E82(4) (2010) 040106(R).
[37] Kolesnikov, A. V. and Efetov, K. B., Distribution of complex eigenvalues for symplectic ensembles of non-Hermitian matrices, Wave Random Media9(2) (2008) 71-82. · Zbl 0933.15014
[38] M. Krishnapur, Zeros of random analytic functions, PhD thesis, U.C. Berkeley (2006), arXiv:math/0607504. · Zbl 1120.82007
[39] Kwapień, J., Drożdz, S., Górksi, A. Z. and Oświȩcimka, P., Asymmetric matrices in an analysis of financial correlations, Acta Phys. Polon. B37(11) (2006) 3039-3048. · Zbl 1372.91124
[40] Le Caër, G. and Ho, J. S., The Voronoi tessellation generated from eigenvalues of complex random matrices, J. Phys. A23 (1990) 3279-3295.
[41] May, R. M., Will a large complex system be stable?Nature238 (1972) 413-414.
[42] A. Mays, A geometrical triumvirate of real random matrices, Ph.D. thesis, The University of Melbourne (2011), http://repository.unimelb.edu.au/10187/11139.
[43] Mays, A., A real quaternion spherical ensemble of random matrices, J. Statist. Phys.153(1) (2013) 48-69. · Zbl 1279.15030
[44] Mehta, M. L., Random Matrices (Academic Press, Boston, 2004). · Zbl 1107.15019
[45] Mezzadri, F., How to generate random matrices from the classical compact groups, Notices Amer. Math. Soc.54(5) (2007) 592-604. · Zbl 1156.22004
[46] Nachbin, L., The Haar Integral (D. van Nostrand Company, Princeton, 1965). · Zbl 0127.07602
[47] Olkin, I., The 70th anniversary of the distribution of random matrices: A survey, Linear Algebra354 (2002) 231-243. · Zbl 1018.15022
[48] Rogers, T., Universal sum and product rules for random matrices, J. Math. Phys.51 (2010) 093304. · Zbl 1309.82016
[49] Selberg, A., Bemerkninger om et multipelt integral, Norsk Mat. Tidsskrift26 (1944) 71-78.
[50] Sinclair, C. D., Averages over Ginibre’s ensemble of random real matrices, Int. Math. Res. Not.2007 (2007), Article ID: rnm015. · Zbl 1127.15017
[51] Stephanov, M. A., Random matrix model of QCD at finite density and the nature of the quenched limit, Phys. Rev. Lett.76(24) (1996) 4472-4475.
[52] Tao, T., Vu, V. and Krishnapur, M., Random matrices: Universality of ESDs and the circular law, Annu. Probab.38(5) (2010) 2023-2065. · Zbl 1203.15025
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.