arXiv · 2305.13184
A matrix model of a non-Hermitian $β$-ensemble
Abstract
We introduce the first random matrix model of a complex $β$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $β$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys., Vol. 43, 5830 (2002)). The main feature of the model is that the exponent $β$ of the Vandermonde determinant in the joint probability density function (j.p.d.f.) of the eigenvalues can take any value in $\mathbb{R}_+$. However, when $β=2$, the j.p.d.f. does not reduce to that of the Ginibre ensemble, but it contains an extra factor expressed as a multidimensional integral over the space of the eigenvectors.
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Francesco Mezzadri, Henry Taylor. 2024-11-08. A matrix model of a non-Hermitian $β$-ensemble. https://doi.org/10.1142/s2010326324500278
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