Progress on the study of the Ginibre ensembles II: GinOE and GinSE

SS Byun, PJ Forrester - arXiv preprint arXiv:2301.05022, 2023 - arxiv.org
This is part II of a review relating to the three classes of random non-Hermitian Gaussian
matrices introduced by Ginibre in 1965. While part I restricted attention to the GinUE (Ginibre …

Exact Persistence Exponent for the -Diffusion Equation and Related Kac Polynomials

M Poplavskyi, G Schehr - Physical review letters, 2018 - APS
We compute the persistence for the 2 D-diffusion equation with random initial condition, ie,
the probability p 0 (t) that the diffusion field, at a given point x in the plane, has not changed …

On global solutions of the random Hamilton–Jacobi equations and the KPZ problem

Y Bakhtin, K Khanin - Nonlinearity, 2018 - iopscience.iop.org
In this paper, we discuss possible qualitative approaches to the problem of KPZ universality.
Throughout the paper, our point of view is based on the geometrical and dynamical …

Large deviations for sticky Brownian motions

G Barraquand, M Rychnovsky - 2020 - projecteuclid.org
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as
independent Brownian motions when they are apart, and interact locally so that the set of …

Fluctuations and correlations for products of real asymmetric random matrices

W FitzGerald, N Simm - Annales de l'Institut Henri Poincare (B) …, 2023 - projecteuclid.org
We study the real eigenvalue statistics of products of independent real Ginibre random
matrices. These are matrices all of whose entries are real iid standard Gaussian random …

Averages of products of characteristic polynomials and the law of real eigenvalues for the real Ginibre ensemble

R Tribe, O Zaboronski - arXiv preprint arXiv:2308.06841, 2023 - arxiv.org
An elementary derivation of the Borodin-Sinclair-Forrester-Nagao Pfaffian point process,
which characterises the law of real eigenvalues for the real Ginibre ensemble in the large …

Finite size corrections for real eigenvalues of the elliptic Ginibre matrices

SS Byun, YW Lee - Random Matrices: Theory and Applications, 2024 - World Scientific
In this paper, we consider the elliptic Ginibre matrices in the orthogonal symmetry class that
interpolates between the real Ginibre ensemble and the Gaussian orthogonal ensemble. We …

On the number of real eigenvalues of a product of truncated orthogonal random matrices

A Little, F Mezzadri, N Simm - Electronic Journal of Probability, 2022 - projecteuclid.org
Let O be chosen uniformly at random from the group of (N+ L)×(N+ L) orthogonal matrices.
Denote by O˜ the upper-left N× N corner of O, which we refer to as a truncation of O. In this …

On the distribution of the largest real eigenvalue for the real Ginibre ensemble

M Poplavskyi, R Tribe, O Zaboronski - 2017 - projecteuclid.org
Abstract Let N+\max be the largest real eigenvalue of a random N*N matrix with
independent N(0,1) entries (the “real Ginibre matrix”). We study the large deviations …

[HTML][HTML] Real eigenvalue statistics for products of asymmetric real Gaussian matrices

PJ Forrester, JR Ipsen - Linear Algebra and its Applications, 2016 - Elsevier
Random matrices formed from iid standard real Gaussian entries have the feature that the
expected number of real eigenvalues is non-zero. This property persists for products of such …