Duality between the level statistics of Hermitian and non-Hermitian random matrices

Abstract

Random matrix theory describes complex quantum systems statistically, with symmetry as its organizing principle. We uncover an exact duality between the level statistics of Hermitian and non-Hermitian random matrices in the large-$N$ (matrix size) limit. It acts class by class: the two replica partition functions, given by fermionic nonlinear $\sigma$ models, are related by analytic continuation. Applied to the three Wigner--Dyson classes, the duality yields the universal bulk eigenvalue pair-correlation functions of non-Hermitian random matrices. This establishes a non-Hermitian counterpart of Dyson's threefold way, organized by transposition symmetry: generic complex, complex symmetric, and complex self-dual matrices. The dissipative spectral form factors of these classes follow in closed form as well. Applied to the seven nonstandard Altland--Zirnbauer classes, the duality yields the exact spectral densities near the origin, the non-Hermitian hard-edge statistics. Most of these statistics were previously known only numerically. Exact diagonalization confirms the analytical predictions, and physical models demonstrate their universality. We expect these results to be the tip of a deeper correspondence between Hermitian and non-Hermitian random matrix theory.