Diffusion processes and the asymptotic bulk gap probability for the real Ginibre ensemble
@article{Forrester2013DiffusionPA, title={Diffusion processes and the asymptotic bulk gap probability for the real Ginibre ensemble}, author={Peter J. Forrester}, journal={Journal of Physics A: Mathematical and Theoretical}, year={2013}, volume={48} }
It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled t → ∞ ?> limit of the annihilation process A + A → ∅ ?> . Furthermore, deleting each particle at random in the rescaled t → ∞ ?> limit of the coalescence process A + A → A ?> , a process equal in distribution to the annihilation process results. We use these inter-relationships to deduce from the existing literature the asymptotic small and large distance form…
17 Citations
Edge Distribution of Thinned Real Eigenvalues in the Real Ginibre Ensemble
- MathematicsAnnales Henri Poincaré
- 2022
This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed…
Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems
- Mathematics
- 2021
Motivated by the phenomenon of duality for interacting particle systems we introduce two classes of Pfaffian kernels describing a number of Pfaffian point processes in the ‘bulk’ and at the ‘edge’.…
PR ] 1 S ep 2 02 1 Fluctuations and correlations for products of real asymmetric random matrices Will FitzGerald
- Mathematics
- 2021
We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such…
On the solution of the Zakharov-Shabat system, which arises in the analysis of the largest real eigenvalue in the real Ginibre ensemble
- Mathematics
- 2019
Let λmax be a shifted maximal real eigenvalue of a random N×N matrix with independent N(0, 1) entries (the ‘real Ginibre matrix’) in the N → ∞ limit. It was shown by Poplavskyi, Tribe, Zaboronski [9]…
The Real Ginibre Ensemble with $$k=O(n)$$k=O(n) Real Eigenvalues
- Mathematics
- 2016
We consider the ensemble of real Ginibre matrices conditioned to have positive fraction $$\alpha >0$$α>0 of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue…
On the distribution of the largest real eigenvalue for the real Ginibre ensemble
- Mathematics
- 2016
Let $\sqrt{N}+\lambda_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). We study the large deviations behaviour of…
How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real?
- Mathematics, Computer ScienceExp. Math.
- 2020
This paper exploits the fact that the eigenvalues of Pm form a Pfaffian point process to obtain an explicit determinant expression for the probability of finding any given number of real eigen values.
The largest real eigenvalue in the real Ginibre ensemble and its relation to the Zakharov–Shabat system
- Mathematics
- 2018
The real Ginibre ensemble consists of $n\times n$ real matrices ${\bf X}$ whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble,…
The Probability That All Eigenvalues are Real for Products of Truncated Real Orthogonal Random Matrices
- Mathematics
- 2016
The probability that all eigenvalues of a product of m independent $$N \times N$$N×N subblocks of a Haar distributed random real orthogonal matrix of size $$(L_i+N) \times (L_i+N)$$(Li+N)×(Li+N),…
On the solution of the Zakharov-Shabat system, which arises in the analysis of the largest real eigenvalue in the real Ginibre ensemble
- Mathematics
- 2019
Let $\lambda_{max}$ be a shifted maximal real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix') in the $N\to\infty$ limit. It was shown by…
References
SHOWING 1-10 OF 45 REFERENCES
Integrable Structure of Ginibre’s Ensemble of Real Random Matrices and a Pfaffian Integration Theorem
- Mathematics
- 2007
Abstract
In the recent publication (E. Kanzieper and G. Akemann in Phys. Rev. Lett. 95:230201, 2005), an exact solution was reported for the probability pn,k to find exactly k real eigenvalues in the…
Real Roots of Random Polynomials and Zero Crossing Properties of Diffusion Equation
- Mathematics
- 2008
AbstractWe study various statistical properties of real roots of three different classes of random polynomials which recently attracted a vivid interest in the context of probability theory and…
Gap probabilities in non-Hermitian random matrix theory
- Mathematics
- 2009
We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles…
Exact exponent for the number of persistent spins in the zero-temperature dynamics of the one-dimensional Potts model
- Physics
- 1996
For the zero-temperature Glauber dynamics of theq-state Potts model, the fractionr(q, t) of spins which never flip up to timet decays like a power lawr(q, t)∼t−θ(q) when the initial condition is…
On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review
- Mathematics
- 2009
In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painleve transcendents or…
Distribution of domain sizes in the zero temperature Glauber dynamics of the one-dimensional Potts model.
- PhysicsPhysical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
- 1996
For the zero temperature Glauber dynamics of the q-state Potts model, the exact distribution of domain sizes is calculated by mapping the problem on an exactly soluble one-species coagulation model (A1A!A) and the pair correlation function in the long time regime is calculated.
Asymptotics of spacing distributions 50 years later
- Mathematics
- 2012
In 1962 Dyson used a physically based, macroscopic argument to deduce the first two terms of the large spacing asymptotic expansion of the gap probability for the bulk state of random matrix…
No zero-crossings for random polynomials and the heat equation
- Mathematics
- 2015
Consider random polynomial ∑ni=0aixi of independent mean-zero normal coefficients ai, whose variance is a regularly varying function (in i) of order α. We derive general criteria for continuity of…
The Ginibre evolution in the large-N limit
- Mathematics
- 2012
We analyse statistics of the real eigenvalues of gl(N,R)-valued Brownian motion (the 'Ginibre evolution') in the limit of large $N$. In particular, we calculate the limiting two-time correlation…