Logarithmic Spectral Distribution of a Non-Hermitian $\beta$-Ensemble

Abstract

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed random variables, extending previous work of Mezzadri and Taylor (2025). The joint distribution of eigenvalues contains a Vandermonde determinant to the power $\beta$ and a residual coupling to the eigenvectors. A tool in the computation of the limiting spectral density is a single characteristic polynomial for centred tridiagonal Jacobi matrices, for which we explicitly determine the coefficients in terms of its matrix elements. In the low temperature limit $\beta \gg 1$, our ensemble reduces to such a centred matrix with vanishing diagonal. A general theorem from free probability based on the variance of the coefficients of the characteristic polynomial allows us to obtain the spectral density when additionally taking the large-$n$ limit. It is rotationally invariant on a compact disc, given by the logarithm of the radius plus a constant. The same density is obtained when starting form a tridiagonal complex symmetric ensemble, which thus plays a special role. Extensive numerical simulations confirm our analytical results and put this and the previously studied ensemble in the context of the pseudospectrum. The numerical study of the local nearest-neighbour spacing distribution shows agreement between the tridiagonal ensemble and two-dimensional Poisson statistics (independently of $\beta$), whereas we observe a $\beta$-dependence for the previously introduced ensemble.

v3 published in SIGMA, fixing La. 4.1, numerical nearest neighbour spacing added, 50 pages