paper

The real Ginibre ensemble with real eigenvalues

arXiv:1501.03120

Abstract

We consider the ensemble of Real Ginibre matrices with a positive fraction of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and we introduce a two phase log-gas whose stationary distribution coincides with the spectral measure of the ensemble. Using these tools we provide an asymptotic expansion for the probability that an Ginibre matrix has real eigenvalues and we characterize the spectral measures of these matrices.

19 pages, 3 figures

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