Interpolating non-Hermitian universality classes A and AI$^\dagger$: eigenvalue density and transition regime

Abstract

We employ the recently developed Kac-Rice formalism for non-Hermitian random matrices to derive the joint distribution of an eigenvalue and its associated normalised right eigenvector in a Gaussian ensemble that interpolates between complex Ginibre (Class A) and complex symmetric matrices (Class AI$^\dagger$). This distribution is valid at finite matrix size, $N$, for any value of the interpolation parameter $σ\in [0,1]$, with $0$ and $1$ corresponding to classes A and AI$^\dagger$ respectively. The marginal distribution for the density of the eigenvalues is derived at finite $N$ and then considered asymptotically as $N \to \infty$. When considering bulk eigenvalues, we recover the standard circular law for all $σ$. Furthermore, for edge eigenvalues we find that for fixed $σ$, the eigenvalues follow the edge density associated with matrices in Class A. However, a transitional regime is discovered for the interpolation parameter being scaled as $σ= 1 - κN^{-1/2}$, where new edge behaviour is observed for the density of eigenvalues - smoothly interpolating two previously known results. This transitional regime and the associated density of eigenvalues is conjectured to be universal for non-Gaussian matrices and we provide numerical evidence in support of this.