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

Fuente: arXiv
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Main Authors: Akemann, Gernot, Byun, Sung-Soo, Lee, Yong-Woo
Format: Preprint
Published: 2025
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author Akemann, Gernot
Byun, Sung-Soo
Lee, Yong-Woo
author_facet Akemann, Gernot
Byun, Sung-Soo
Lee, Yong-Woo
contents We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $τ\in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $τ\in [0,1)$ is fixed or $1-τ=O(1/n)$, respectively, we derive the asymptotic expansion of the probability $p_{n,n-2l}$ that all but a finite number $2l$ of eigenvalues are real. In particular, we show that the expansion is of the form \begin{align*} \log p_{n, n-2l} = \begin{cases} a_1 n^2 +a_2 n + a_3 \log n +O(1) &\text{at strong non-Hermiticity}, \\ b_1 n +b_2 \log n + b_3 +o(1) &\text{at weak non-Hermiticity}, \end{cases} \end{align*} and we determine all coefficients explicitly. Furthermore, in the special case where $l=1$, we derive the full-order expansions. For the proofs, we employ distinct methods for the strongly and weakly non-Hermitian regimes. In the former case, we utilise potential-theoretic techniques to analyse the free energy of elliptic Ginibre matrices conditioned to have $n-2l$ real eigenvalues, together with the strong Szegő limit theorems. In the latter case, we utilise the skew-orthogonal polynomial formalism and the asymptotic behaviour of the Hermite polynomials.
format Preprint
id arxiv_https___arxiv_org_abs_2503_18310
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The probability of almost all eigenvalues being real for the elliptic real Ginibre ensemble
Akemann, Gernot
Byun, Sung-Soo
Lee, Yong-Woo
Probability
Statistical Mechanics
Mathematical Physics
We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $τ\in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $τ\in [0,1)$ is fixed or $1-τ=O(1/n)$, respectively, we derive the asymptotic expansion of the probability $p_{n,n-2l}$ that all but a finite number $2l$ of eigenvalues are real. In particular, we show that the expansion is of the form \begin{align*} \log p_{n, n-2l} = \begin{cases} a_1 n^2 +a_2 n + a_3 \log n +O(1) &\text{at strong non-Hermiticity}, \\ b_1 n +b_2 \log n + b_3 +o(1) &\text{at weak non-Hermiticity}, \end{cases} \end{align*} and we determine all coefficients explicitly. Furthermore, in the special case where $l=1$, we derive the full-order expansions. For the proofs, we employ distinct methods for the strongly and weakly non-Hermitian regimes. In the former case, we utilise potential-theoretic techniques to analyse the free energy of elliptic Ginibre matrices conditioned to have $n-2l$ real eigenvalues, together with the strong Szegő limit theorems. In the latter case, we utilise the skew-orthogonal polynomial formalism and the asymptotic behaviour of the Hermite polynomials.
title The probability of almost all eigenvalues being real for the elliptic real Ginibre ensemble
topic Probability
Statistical Mechanics
Mathematical Physics
url https://arxiv.org/abs/2503.18310