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Almost-Hermitian random matrices and bandlimited point processes

Ameur, Yacin LU and Byun, Sung-Soo (2023) In Analysis and Mathematical Physics 13(3).
Abstract
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in the case of GUE, the eigenvalues are not confined to the real axis, but instead have imaginary parts which vary within a narrow “band” about the real line, of height proportional to 1/N, where N denotes the size of the matrices. We study vertical cross-sections of the 1-point density as well as microscopic scaling limits, and we compare with other results which have appeared in the literature in recent years. Our approach uses Ward’s equation and a property which we call “cross-section convergence”,... (More)
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in the case of GUE, the eigenvalues are not confined to the real axis, but instead have imaginary parts which vary within a narrow “band” about the real line, of height proportional to 1/N, where N denotes the size of the matrices. We study vertical cross-sections of the 1-point density as well as microscopic scaling limits, and we compare with other results which have appeared in the literature in recent years. Our approach uses Ward’s equation and a property which we call “cross-section convergence”, which relates the large-N limit of the cross-sections of the density of eigenvalues with the equilibrium density for the corresponding Hermitian ensemble: the semi-circle law for GUE and the Marchenko–Pastur law for LUE. As an application of our approach, we prove the bulk universality of the almost-circular ensembles. (Less)
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author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
Almost-Hermitian GUE/LUE, Bandlimited Coulomb gas, Cross-section convergence, Ward’s equation, Translation invariance
in
Analysis and Mathematical Physics
volume
13
issue
3
article number
52
pages
57 pages
publisher
Springer
external identifiers
  • scopus:85160623787
ISSN
1664-2368
DOI
10.1007/s13324-023-00808-8
language
English
LU publication?
yes
id
256634cf-ab48-4f87-a4dd-b9db8d7f93f4
alternative location
https://doi.org/10.1007/s13324-023-00808-8
date added to LUP
2023-06-12 11:54:00
date last changed
2023-06-13 04:02:30
@article{256634cf-ab48-4f87-a4dd-b9db8d7f93f4,
  abstract     = {{We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in the case of GUE, the eigenvalues are not confined to the real axis, but instead have imaginary parts which vary within a narrow “band” about the real line, of height proportional to 1/N, where N denotes the size of the matrices. We study vertical cross-sections of the 1-point density as well as microscopic scaling limits, and we compare with other results which have appeared in the literature in recent years. Our approach uses Ward’s equation and a property which we call “cross-section convergence”, which relates the large-N limit of the cross-sections of the density of eigenvalues with the equilibrium density for the corresponding Hermitian ensemble: the semi-circle law for GUE and the Marchenko–Pastur law for LUE. As an application of our approach, we prove the bulk universality of the almost-circular ensembles.}},
  author       = {{Ameur, Yacin and Byun, Sung-Soo}},
  issn         = {{1664-2368}},
  keywords     = {{Almost-Hermitian GUE/LUE; Bandlimited Coulomb gas; Cross-section convergence; Ward’s equation; Translation invariance}},
  language     = {{eng}},
  month        = {{05}},
  number       = {{3}},
  publisher    = {{Springer}},
  series       = {{Analysis and Mathematical Physics}},
  title        = {{Almost-Hermitian random matrices and bandlimited point processes}},
  url          = {{http://dx.doi.org/10.1007/s13324-023-00808-8}},
  doi          = {{10.1007/s13324-023-00808-8}},
  volume       = {{13}},
  year         = {{2023}},
}