Density of Small Singular Values of the Shifted Real Ginibre Ensemble
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 earli...
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Published in: | Annales Henri Poincaré Vol. 23; no. 11; pp. 3981 - 4002 |
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Main Authors: | , , |
Format: | Journal Article |
Language: | English |
Published: |
Cham
Springer International Publishing
01-11-2022
Springer Nature B.V |
Subjects: | |
Online Access: | Get full text |
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Summary: | 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. |
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ISSN: | 1424-0637 1424-0661 |
DOI: | 10.1007/s00023-022-01188-8 |