The Product of $m$ real $N\times N$ Ginibre matrices: Real eigenvalues in the critical regime $m=O(N)$

Abstract

We study the product $P_m$ of $m$ real Ginibre matrices with Gaussian elements of size $N$, which has received renewed interest recently. Its eigenvalues, which are either real or come in complex conjugate pairs, become all real with probability one when $m\to \infty$ at fixed $N$. In this regime the statistics becomes deterministic and the Lyapunov spectrum has been derived long ago. On the other hand, when $N\to \infty$ and $m$ is fixed, it can be expected that away from the origin the same local statistics as for a single real Ginibre ensemble at $m=1$ prevails. Inspired by analogous findings for products of complex Ginibre matrices, we introduce a critical scaling regime when the two parameters are proportional, $m=\alpha N$. We derive the expected number, variance and rescaled density of real eigenvalues in this critical regime. This allows us to interpolate between previous recent results in the above mentioned limits when $\alpha \to \infty$ and $\alpha \to 0$, respectively.

22 pages, 4 figures

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Cited by in corpus (1)

• The probability of almost all eigenvalues being real for the elliptic real Ginibre ensemble