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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Bibliographic Details
Published in:Annales Henri Poincaré Vol. 23; no. 11; pp. 3981 - 4002
Main Authors: Cipolloni, Giorgio, Erdős, László, Schröder, Dominik
Format: Journal Article
Language:English
Published: Cham Springer International Publishing 01-11-2022
Springer Nature B.V
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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.
ISSN:1424-0637
1424-0661
DOI:10.1007/s00023-022-01188-8