Exact joint eigenvalue densities of non-Hermitian random matrices are Calogero scattering states

Abstract

Determining exact joint eigenvalue densities is central to random matrix theory. We solve this long-standing problem for non-Hermitian matrices with transposition symmetry (complex symmetric and complex self-dual) at arbitrary matrix size. Up to a Vandermonde factor, they are scattering-state wave functions of the Calogero model, a line of particles interacting through an inverse-square potential, with the coupling strength set by the symmetry. In contrast to many previously known joint densities, the densities cannot be written as a gas of eigenvalues with pairwise interactions. We further compute the complex level spacing distributions and two-point spectral correlation functions, which carry power-law tails, absent in a Coulomb gas. Our results shed light on the interplay among random matrices, integrability, and symmetry.

31 pages (10 pages main text and 21 pages Supplemental Material), 3 figures; revised version with updated author list