We derive a precise asymptotic formula for the density of the small singular values of the real Ginibre matrix ensemble shifted by a complex parameter z as the dimension tends to infinity. For z away from the real axis the formula coincides with that for the complex Ginibre ensemble we derived earlier in Cipolloni et al. (Prob Math Phys 1:101–146, 2020). On the level of the one-point function of the low lying singular values we thus confirm the transition from real to complex Ginibre ensembles as the shift parameter z becomes genuinely complex; the analogous phenomenon has been well known for eigenvalues. We use the superbosonization formula (Littelmann et al. in Comm Math Phys 283:343–395, 2008) in a regime where the main contribution comes from a three dimensional saddle manifold.

Cipolloni, G., Erdős, L., Schröeder, D. (2022). Density of Small Singular Values of the Shifted Real Ginibre Ensemble. ANNALES HENRI POINCARE', 23(11), 3981-4002 [10.1007/S00023-022-01188-8].

Density of Small Singular Values of the Shifted Real Ginibre Ensemble

Cipolloni, Giorgio;
2022-01-01

Abstract

We derive a precise asymptotic formula for the density of the small singular values of the real Ginibre matrix ensemble shifted by a complex parameter z as the dimension tends to infinity. For z away from the real axis the formula coincides with that for the complex Ginibre ensemble we derived earlier in Cipolloni et al. (Prob Math Phys 1:101–146, 2020). On the level of the one-point function of the low lying singular values we thus confirm the transition from real to complex Ginibre ensembles as the shift parameter z becomes genuinely complex; the analogous phenomenon has been well known for eigenvalues. We use the superbosonization formula (Littelmann et al. in Comm Math Phys 283:343–395, 2008) in a regime where the main contribution comes from a three dimensional saddle manifold.
2022
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MATH-04/A - Fisica matematica
Settore MATH-03/B - Probabilità e statistica matematica
Settore MATH-03/A - Analisi matematica
English
Con Impact Factor ISI
60B20
15B52
68W40
Cipolloni, G., Erdős, L., Schröeder, D. (2022). Density of Small Singular Values of the Shifted Real Ginibre Ensemble. ANNALES HENRI POINCARE', 23(11), 3981-4002 [10.1007/S00023-022-01188-8].
Cipolloni, G; Erdős, L; Schröeder, D
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/451586
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