Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure
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arXiv
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| Natura: | Preprint |
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2025
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| author | Byun, Sung-Soo Noda, Kohei |
| author_facet | Byun, Sung-Soo Noda, Kohei |
| contents | We investigate the real eigenvalues of asymmetric Wishart matrices of size $N$, indexed by the rectangular parameter $ν\in \mathbb{N}$ and the non-Hermiticity parameter $τ\in [0,1]$. The rectangular parameter $ν$ is either fixed or proportional to $N$. The non-Hermiticity parameter $τ$ is either fixed or $τ= 1 - O(1/N)$, corresponding to the strongly and weakly non-Hermitian regimes, respectively.
We establish a decomposition structure for the finite-$N$ correlation kernel of the real eigenvalues, which form Pfaffian point processes. Taking the symmetric limit $τ= 1$, where the model reduces to the Laguerre orthogonal ensemble, this decomposition structure reduces to the known rank-one perturbation structure established by Adler, Forrester, Nagao, and van Moerbeke, as well as by Widom. Using the decomposition structure, we show that the expected number of real eigenvalues is proportional to $\sqrt{N}$ in the strongly non-Hermitian regime and to $N$ in the weakly non-Hermitian regime, providing explicit leading coefficients in both cases. Furthermore, we derive the limiting real eigenvalue densities, which recovers the Marchenko-Pastur distribution in the symmetric limit. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_14942 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure Byun, Sung-Soo Noda, Kohei Probability Mathematical Physics 60B20, 33C45 We investigate the real eigenvalues of asymmetric Wishart matrices of size $N$, indexed by the rectangular parameter $ν\in \mathbb{N}$ and the non-Hermiticity parameter $τ\in [0,1]$. The rectangular parameter $ν$ is either fixed or proportional to $N$. The non-Hermiticity parameter $τ$ is either fixed or $τ= 1 - O(1/N)$, corresponding to the strongly and weakly non-Hermitian regimes, respectively. We establish a decomposition structure for the finite-$N$ correlation kernel of the real eigenvalues, which form Pfaffian point processes. Taking the symmetric limit $τ= 1$, where the model reduces to the Laguerre orthogonal ensemble, this decomposition structure reduces to the known rank-one perturbation structure established by Adler, Forrester, Nagao, and van Moerbeke, as well as by Widom. Using the decomposition structure, we show that the expected number of real eigenvalues is proportional to $\sqrt{N}$ in the strongly non-Hermitian regime and to $N$ in the weakly non-Hermitian regime, providing explicit leading coefficients in both cases. Furthermore, we derive the limiting real eigenvalue densities, which recovers the Marchenko-Pastur distribution in the symmetric limit. |
| title | Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure |
| topic | Probability Mathematical Physics 60B20, 33C45 |
| url | https://arxiv.org/abs/2503.14942 |