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arXiv · 1605.00623

Real eigenvalues of non-symmetric random matrices: Transitions and Universality

Luis Carlos García del Molino·Khashayar Pakdaman·Jonathan Touboul
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Abstract

In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the universality thereof. In this letter we show that for a wide class of matrices, the number $k_n$ of real eigenvalues of a matrix of size $n$ is asymptotically Gaussian with mean $\bar k_n=\mathcal{O}(\sqrt{n})$ and variance $\bar k_n(2-\sqrt{2})$. Moreover, we show that the limit distribution of real eigenvalues undergoes a transition between bimodal for $k_n=o(\sqrt{n})$ to unimodal for $k_n=\mathcal{O}(n)$, with a uniform distribution at the transition. We predict theoretically these behaviours in the Ginibre ensemble using a log-gas approach, and show numerically that they hold for a wide range of random matrices with independent entries beyond the universality class of the circular law.

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Luis Carlos García del Molino, Khashayar Pakdaman, Jonathan Touboul. 2016-05-02. Real eigenvalues of non-symmetric random matrices: Transitions and Universality. https://arxiv.org/abs/1605.00623

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