"Single Ring Theorem" and the Disk-Annulus Phase Transition

Abstract

Recently, an analytic method was developed to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the existing Gaussian non-hermitean literature. One obtains an explicit algebraic equation for the integrated density of eigenvalues from which the Green's function and averaged density of eigenvalues could be calculated in a simple manner. Thus, that formalism may be thought of as the non-hermitean analog of the method due to Brézin, Itzykson, Parisi and Zuber for analyzing hermitean non-Gaussian random matrices. A somewhat surprising result is the so called "Single Ring" theorem, namely, that the domain of the eigenvalue distribution in the complex plane is either a disk or an annulus. In this paper we extend previous results and provide simple new explicit expressions for the radii of the eigenvalue distiobution and for the value of the eigenvalue density at the edges of the eigenvalue distribution of the non-hermitean matrix in terms of moments of the eigenvalue distribution of the associated hermitean matrix. We then present several numerical verifications of the previously obtained analytic results for the quartic ensemble and its phase transition from a disk shaped eigenvalue distribution to an annular distribution. Finally, we demonstrate numerically the "Single Ring" theorem for the sextic potential, namely, the potential of lowest degree for which the "Single Ring" theorem has non-trivial consequences.