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Journal of Approximation Theory
Article . 2025 . Peer-reviewed
License: Elsevier TDM
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zbMATH Open
Article . 2025
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https://dx.doi.org/10.48550/ar...
Article . 2024
License: CC BY
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Scaling limits of complex and symplectic non-Hermitian Wishart ensembles

Authors: Sung-Soo Byun; Kohei Noda;

Scaling limits of complex and symplectic non-Hermitian Wishart ensembles

Abstract

Non-Hermitian Wishart matrices were introduced in the context of quantum chromodynamics with a baryon chemical potential. These provide chiral extensions of the elliptic Ginibre ensembles as well as non-Hermitian extensions of the classical Wishart/Laguerre ensembles. In this work, we investigate eigenvalues of non-Hermitian Wishart matrices in the symmetry classes of complex and symplectic Ginibre ensembles. We introduce a generalised Christoffel-Darboux formula in the form of a certain second-order differential equation, offering a unified and robust method for analyzing correlation functions across all scaling regimes in the model. By employing this method, we derive universal bulk and edge scaling limits for eigenvalue correlations at both strong and weak non-Hermiticity.

34 pages, 3 figures

Keywords

non-Hermitian random matrices, Random matrices (algebraic aspects), Probability (math.PR), FOS: Physical sciences, planar skew-orthogonal polynomials, generalised Christoffel-Darboux formula, Mathematical Physics (math-ph), Wishart ensembles, Random matrices (probabilistic aspects), 60B20, 33C45, FOS: Mathematics, Hermitian, skew-Hermitian, and related matrices, Laguerre polynomials, Mathematics - Probability, Mathematical Physics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
Green