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Gernot Akemann

Publications and source records attributed to Gernot Akemann.

At least 19 recordsLinked to original sources

Dissipative Spectral Form Factor of the Complex Elliptic Ginibre Ensemble across Various Non-Hermiticity Regimes

We study the dissipative spectral form factor (DSFF) at complex time $T e^{i\theta}$ for the complex elliptic Ginibre ensemble with non-Hermiticity parameter $\tau \in [0,1)$. As the matrix dimension $N \to \infty$, we consider the natural scalings in both the time variable and the non-Hermiticity parameter, namely $T = O(N^\gamma)$ and $1 - \tau = O(N^{-\alpha})$. For all regimes $\gamma \ge 0$ and $\alpha \ge 0$, we derive the precise asymptotic behaviour of both the disconnected and connected components of the DSFF. In particular, we explicitly characterise the dip--ramp--plateau structure, including the dip time and the Heisenberg time. In addition, we identify the mesoscopic regime $\alpha \in (0,1)$, which interpolates between the behaviour of the DSFF of non-Hermitian random matrices and the spectral form factor (SFF) of Hermitian ensembles. We further provide an explicit description of the phase diagram, in which the ramp exhibits quadratic, linear, or intermediate behaviour depending on the scaling parameters.

math-ph

A tridiagonal matrix-valued process with stochastic resetting for arbitrary Dyson index $\beta>0$

We introduce a symmetric tridiagonal matrix-valued process ($\beta$-TMP) $H(t)$ whose diagonal entries $H_{k,k}(t)$ evolve independently via an Ornstein-Uhlenbeck process starting at the origin and the off-diagonal entries $H_{k,k+1}(t)$ evolve independently via the Cox-Ingersoll-Ross process, starting at the origin and with parameters that depend on the row index $k$. We show that the joint distribution of the entries of the matrix can be computed exactly at all times and moreover, the joint distribution of its $N$ real eigenvalues can be computed exactly at all times too. We then subject this time-evolving matrix-valued process to stochastic resetting with rate $r$ in two different settings: (i) simultaneous resetting of the matrix entries to the origin with rate $r$ ($\beta$-SRTMP process) and (ii) independent resetting of the matrix entries to the origin with rate $r$ ($\beta$-IRTMP process). We show that the joint distribution of the eigenvalues of the $\beta$-SRTMP process at long times can be computed analytically and it coincides with the joint distribution of the positions of the resetting Dyson Brownian motion in its stationary state for arbitrary $\beta>0$. For the $\beta$-IRTMP stationary ensemble, computing analytically the joint distribution of eigenvalues or even the average density of eigenvalues is difficult. However, generating the stationary $\beta$-IRTMP ensemble numerically is relatively straightforward and we compare its numerical average eigenvalue density to the corresponding analytical results for the $\beta$-SRTMP stationary ensemble with same parameter values, showing that they are quite different from each other. Finally, we provide a simple and concrete application of this tridiagonal matrix-valued process in computing the annealed partition function of a disordered quantum tight-binding Hamiltonian on a one-dimensional lattice.

cond-mat.stat-mech

Derivative relations for determinants, Pfaffians and characteristic polynomials in random matrix theory

Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in expectation values of products of characteristic polynomials in random matrix theory. In the latter case we start from known results for general non-Hermitian and Hermitian ensembles for expectation values without derivatives, at finite matrix size. They are given in terms of the determinant or Pfaffian of the corresponding kernel, for unitary or orthogonal and symplectic ensembles, respectively. Several equivalent expressions are proven for general ratios of determinants, starting from first order derivatives containing the Borel transform of the corresponding matrix or kernel. Higher order derivatives are expressed as sums over partitions containing determinants of derivatives of these, with coefficients given in terms of combinatorial expressions. Our most general result is valid for mixed higher order derivatives of ratios of determinants in several variables. This generalises previous findings, e.g. for mixed moments in specific ensembles of random matrices, relevant in applications to the Riemann $\zeta$-function. Applications of our results to several examples are presented, including the complex Ginibre ensemble and the circular unitary ensemble.

math-ph

Three non-Hermitian random matrix universality classes of complex edge statistics: Spacing ratios and distributions

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios and nearest-neighbour (NN) spacing distributions that characterise such local statistics. We choose the three simplest representatives of these universality classes, given by the Gaussian ensembles of complex Ginibre, complex symmetric and complex self-dual matrices, denoted by class A, AI$^\dag$ and AII$^\dag$. In the first part, we analytically study the complex spacing ratio in class A, at finite matrix size $N$. Introducing a conditional point process, we simplify existing expressions and show why an uncontrolled approximation introduced earlier converges well in the large-$N$ limit in the bulk. When specifying to the elliptic Ginibre ensemble, we present a parameter-dependent $N=3$ surmise for the complex spacing ratio, interpolating to that of the Gaussian unitary ensemble (GUE), where such a surmise is very accurate. In the second numerical part, we compare complex spacing ratios, its moments, and NN spacing distributions for all three ensembles with that of uncorrelated points, the two-dimensional (2D) Poisson process, both in the bulk and at the edge. The varying degree of repulsion within these different edge universality classes can be well understood in terms of an effective 2D Coulomb gas description, at different values of inverse temperature $\beta$. We find indications that the complex spacing ratio does not fully unfold the local statistics at the edge. Finally we verify that for small argument, in all three symmetry classes the NN spacing distributions in the bulk and at the edge are consistent with the universal cubic repulsion.

math-ph

Spectral Density and Eigenvector Nonorthogonality in Complex Symmetric Random Matrices

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in complex media. We investigate the class AI$^\dag$ of complex symmetric random matrices, for which available analytic results remain scarce. Using a recently proposed framework by one of the authors, we analyze this class for Gaussian entries and derive an explicit, closed-form expression for the joint distribution of a complex eigenvalue and its right eigenvector for arbitrary matrix size $N\ge 2$ in the entire complex plane. From this, we obtain the distribution of the eigenvector non-orthogonality overlap and the mean eigenvalue density, both for finite $N$ and in the large-$N$ limit. Notably, at the spectral edge both the eigenvalue density and eigenvector statistics exhibits a limiting behavior that differs from the Ginibre universtality class. This behavior is expected to be universal, as further supported by numerical evidence for Bernoulli random matrices.

math-ph

Spectral moments of complex and symplectic non-Hermitian random matrices

We study non-Hermitian random matrices belonging to the symmetry classes of the complex and symplectic Ginibre ensemble, and present a unifying and systematic framework for analysing mixed spectral moments involving both holomorphic and anti-holomorphic parts. For weight functions that induce a recurrence relation of the associated planar orthogonal polynomials, we derive explicit formulas for the spectral moments in terms of their orthogonal norms. This includes exactly solvable models such as the elliptic Ginibre ensemble and non-Hermitian Wishart matrices. In particular, we show that the holomorphic spectral moments of complex non-Hermitian random matrices coincide with those of their Hermitian limit up to a multiplicative constant, determined by the non-Hermiticity parameter. Moreover, we show that the spectral moments of the symplectic non-Hermitian ensemble admit a decomposition into two parts: one corresponding to the complex ensemble and the other constituting an explicit correction term. This structure closely parallels that found in the Hermitian setting, which naturally arises as the Hermitian limit of our results. Within this general framework, we perform a large-$N$ asymptotic analysis of the spectral moments for the elliptic Ginibre and non-Hermitian Wishart ensemble, revealing the mixed moments of the elliptic and non-Hermitian Marchenko--Pastur laws. Furthermore, for the elliptic Ginibre ensemble, we employ a recently developed differential operator method for the associated correlation kernel, to derive an alternative explicit formula for the spectral moments and obtain their genus-type large-$N$ expansion.

math-ph

Logarithmic Spectral Distribution of a Non-Hermitian $\beta$-Ensemble

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed random variables, extending previous work of Mezzadri and Taylor (2025). The joint distribution of eigenvalues contains a Vandermonde determinant to the power $\beta$ and a residual coupling to the eigenvectors. A tool in the computation of the limiting spectral density is a single characteristic polynomial for centred tridiagonal Jacobi matrices, for which we explicitly determine the coefficients in terms of its matrix elements. In the low temperature limit $\beta\gg1$, our ensemble reduces to such a centred matrix with vanishing diagonal. A general theorem from free probability based on the variance of the coefficients of the characteristic polynomial allows us to obtain the spectral density when additionally taking the large-$n$ limit. It is rotationally invariant on a compact disc, given by the logarithm of the radius plus a constant. The same density is obtained when starting form a tridiagonal complex symmetric ensemble, which thus plays a special role. Extensive numerical simulations confirm our analytical results and put this and the previously studied ensemble in the context of the pseudospectrum. The numerical study of the local nearest-neighbour spacing distribution shows agreement between the tridiagonal ensemble and two-dimensional Poisson statistics (independently of $\beta$), whereas we observe a $\beta$-dependence for the previously introduced ensemble.

math-ph

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

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or $1-\tau=O(1/n)$, 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 Szeg\H{o} limit theorems. In the latter case, we utilise the skew-orthogonal polynomial formalism and the asymptotic behaviour of the Hermite polynomials.

math.PR

Complex symmetric, self-dual, and Ginibre random matrices: Analytical results for three classes of bulk and edge statistics

Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated by these new insights, we compute and compare the expectation values of $k$ pairs of complex conjugate characteristic polynomials in three ensembles of Gaussian non-Hermitian random matrices representative for the three classes: the well-known complex Ginibre ensemble, complex symmetric and complex self-dual matrices. In the Cartan classification scheme of non-Hermitian random matrices they are labelled as class A, AI$^\dag$ and AII$^\dag$, respectively. Using the technique of Grassmann variables, we derive explicit expressions for a single pair of expected characteristic polynomials for finite as well as infinite matrix dimension. For the latter we consider the global limit as well as zoom into the edge and the bulk of the spectrum, providing new analytical results for classes AI$^\dag$ and AII$^\dag$. For general $k$, we derive the effective Lagrangians corresponding to the non-linear $\sigma$-models in the respective physical systems. Interestingly, they agree for all three ensembles, while the corresponding Goldstone manifolds, over which one has to perform the remaining integrations, are different and equal the three classical compact groups in the bulk. In particular, our analytical results show that these three ensembles have indeed different local bulk and edge spectral statistics, corroborating the conjecture further.

math-ph

Pfaffian structure of the eigenvector overlap for the symplectic Ginibre ensemble

We study the integrable structure and scaling limits of the conditioned eigenvector overlap of the symplectic Ginibre ensemble of Gaussian non-Hermitian random matrices with independent quaternion elements. The average of the overlap matrix elements constructed from left and right eigenvectors, conditioned to $x$, are derived in terms of a Pfaffian determinant. Regarded as a two-dimensional Coulomb gas with the Neumann boundary condition along the real axis, it contains a kernel of skew-orthogonal polynomials with respect to the weight function $\omega^{(\mathrm{over})}(z)=|z-\overline{x}|^2(1+|z-x|^2)e^{-2|z|^2}$, including a non-trivial insertion of a point charge. The mean off-diagonal overlap is related to the diagonal (self-)overlap by a transposition, in analogy to the complex Ginibre ensemble. For $x$ conditioned to the real line, extending previous results at $x=0$, we determine the skew-orthogonal polynomials and their skew-kernel with respect to $\omega^{(\mathrm{over})}(z)$. This is done in two steps and involves a Christoffel perturbation of the weight $\omega^{(\mathrm{over})}(z)=|z-\overline{x}|^2\omega^{(\mathrm{pre})}(z)$, by computing first the corresponding quantities for the unperturbed weight $\omega^{(\mathrm{pre})}(z)$. Its kernel is shown to satisfy a differential equation at finite matrix size $N$. This allows us to take different large-$N$ limits, where we distinguish bulk and edge regime along the real axis. The limiting mean diagonal overlaps and corresponding eigenvalue correlation functions of the point processes with respect to $\omega^{(\mathrm{over})}(z)$ are determined. We also examine the effect on the planar orthogonal polynomials when changing the variance in $\omega^{(\mathrm{pre})}(z)$, as this appears in the eigenvector statistics of the complex Ginibre ensemble.

math-ph

Interactions Between Different Birds of Prey as a Random Point Process

The two-dimensional Coulomb gas is a one-parameter family of random point processes, depending on the inverse temperature $β$. Based on previous work, it is proposed as a simple statistical measure to quantify the intra- and interspecies repulsion among three different highly territorial birds of prey. Using data from the area of the Teutoburger Wald over 20 years, we fit the nearest and next-to-nearest neighbour spacing distributions between the respective nests of Goshawk, Eagle Owl and the previously examined Common Buzzard to $β$ of the Coulomb gas. Within each species, the repulsion measured in this way deviates significantly from the Poisson process of independent points in the plane. In contrast, the repulsion amongst each of two species is found to be considerably lower and closer to Poisson. Methodologically we investigate the influence of the terrain, of a shorter interaction range given by the two-dimensional Yukawa interaction, and the statistical independence of the time moving average we use for the yearly ensembles of occupied nests. We also check that an artificial random displacement of the original nest positions of the order of the mean level spacing quickly destroys the repulsion measured by $β> 0$. A simple, approximate analytical expression for the nearest neighbour spacing distribution derived from non-Hermitian random matrix theory proves to be very useful.

cond-mat.stat-mech

Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble

In this article, we compute and compare the statistics of the number of eigenvalues in a centred disc of radius $R$ in all three Ginibre ensembles. We determine the mean and variance as functions of $R$ in the vicinity of the origin, where the real and symplectic ensembles exhibit respectively an additional attraction to or repulsion from the real axis, leading to different results. In the large radius limit, all three ensembles coincide and display a universal bulk behaviour of $O(R^2)$ for the mean, and $O(R)$ for the variance. We present detailed conjectures for the bulk and edge scaling behaviours of the real Ginibre ensemble, having real and complex eigenvalues. For the symplectic ensemble we can go beyond the Gaussian case (corresponding to the Ginibre ensemble) and prove the universality of the full counting statistics both in the bulk and at the edge of the spectrum for rotationally invariant potentials, extending a recent work which considered the mean and the variance. This statistical behaviour coincides with the universality class of the complex Ginibre ensemble, which has been shown to be associated with the ground state of non-interacting fermions in a two-dimensional rotating harmonic trap. All our analytical results and conjectures are corroborated by numerical simulations.

math-ph

Generalised unitary group integrals of Ingham-Siegel and Fisher-Hartwig type

We generalise well-known integrals of Ingham-Siegel and Fisher-Hartwig type over the unitary group $U(N)$ with respect to Haar measure, for finite $N$ and including fixed external matrices. When depending only on the eigenvalues of the unitary matrix, they can be related to a Toeplitz determinant with jump singularities. After introducing fixed deterministic matrices as external sources, the integrals can no longer be solved using Andréiéf's integration formula. Resorting to the character expansion as put forward by Balantekin, we derive explicit determinantal formulae containing Kummer's confluent and Gauss' hypergeometric function. They depend only on the eigenvalues of the deterministic matrices and are analytic in the parameters of the jump singularities. Furthermore, unitary two-matrix integrals of the same type are proposed and solved in the same manner. When making part of the deterministic matrices random and integrating over them, we obtain similar formulae in terms of Pfaffian determinants. This is reminiscent to a unitary group integral found recently by Kanazawa and Kieburg.

math-ph

Universality of the number variance in rotational invariant two-dimensional Coulomb gases

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in a rotating trap in the ground state. An important quantity is the statistics of the number of Fermions $\mathcal{N}_a$ in a disc of radius $a$. Extending the work [44] covering Gaussian and rotationally invariant potentials $Q$, we present a rigorous analysis in planar complex and symplectic ensembles, which both represent 2D Coulomb gases. We show that the variance of $\mathcal{N}_a$ is universal in the large-$N$ limit, when measured in units of the mean density proportional to $ΔQ$, which itself is non-universal. This holds in the large-$N$ limit in the bulk and at the edge, when a finite fraction or almost all Fermions are inside the disc. In contrast, at the origin, when few eigenvalues are contained, it is the singularity of the potential that determines the universality class. We present three explicit examples from the Mittag-Leffler ensemble, products of Ginibre matrices, and truncated unitary random matrices. Our proofs exploit the integrable structure of the underlying determinantal respectively Pfaffian point processes and a simple representation of the variance in terms of truncated moments at finite-$N$.

math-ph

Spacing distribution in the 2D Coulomb gas: Surmise and symmetry classes of non-Hermitian random matrices at non-integer $β$

A random matrix representation is proposed for the two-dimensional (2D) Coulomb gas at inverse temperature $β$. For $2\times 2$ matrices with Gaussian distribution we analytically compute the nearest neighbour spacing distribution of complex eigenvalues in radial distance. Because it does not provide such a good approximation as the Wigner surmise in 1D, we introduce an effective $β_{\rm eff}(β)$ in our analytic formula, that describes the spacing obtained numerically from the 2D Coulomb gas well for small values of $β$. It reproduces the 2D Poisson distribution at $β=0$ exactly, that is valid for a large particle number. The surmise is used to fit data in two examples, from open quantum spin chains and ecology. The spacing distributions of complex symmetric and complex quaternion self-dual ensembles of non-Hermitian random matrices, that are only known numerically, are very well fitted by non-integer values $β=1.4$ and $β=2.6$ from a 2D Coulomb gas, respectively. These two ensembles have been suggested as the only two symmetry classes, where the 2D bulk statistics is different from the Ginibre ensemble.

cond-mat.stat-mech

Scaling Limits of Planar Symplectic Ensembles

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point processes, and we obtain limiting expressions for the corresponding kernel for different potentials. The first part is devoted to the symplectic Ginibre ensemble with the Gaussian potential. We obtain the asymptotic at the edge of the spectrum in the vicinity of the real line. The unifying form of the kernel allows us to make contact with the bulk scaling along the real line and with the edge scaling away from the real line, where we recover the known determinantal process of the complex Ginibre ensemble. Part two covers ensembles of Mittag-Leffler type with a singularity at the origin. For potentials $Q(ζ)=|ζ|^{2λ}-(2c/N)\log|ζ|$, with $λ>0$ and $c>-1$, the limiting kernel obeys a linear differential equation of fractional order $1/λ$ at the origin. For integer $m=1/λ$ it can be solved in terms of Mittag-Leffler functions. In the last part, we derive Ward's equation for planar symplectic ensembles for a general class of potentials. It serves as a tool to investigate the Gaussian and singular Mittag-Leffler universality class. This allows us to determine the functional form of all possible limiting kernels (if they exist) that are translation invariant, up to their integration domain.

math.PR

The Product of $m$ real $N\times N$ Ginibre matrices: Real eigenvalues in the critical regime $m=O(N)$

We study the product $P_m$ of $m$ real Ginibre matrices with Gaussian elements of size $N$, which has received renewed interest recently. Its eigenvalues, which are either real or come in complex conjugate pairs, become all real with probability one when $m\to\infty$ at fixed $N$. In this regime the statistics becomes deterministic and the Lyapunov spectrum has been derived long ago. On the other hand, when $N\to\infty$ and $m$ is fixed, it can be expected that away from the origin the same local statistics as for a single real Ginibre ensemble at $m=1$ prevails. Inspired by analogous findings for products of complex Ginibre matrices, we introduce a critical scaling regime when the two parameters are proportional, $m=αN$. We derive the expected number, variance and rescaled density of real eigenvalues in this critical regime. This allows us to interpolate between previous recent results in the above mentioned limits when $α\to\infty$ and $α\to0$, respectively.

math.PR

Universal microscopic spectrum of the unquenched QCD Dirac operator at finite temperature

In the $\varepsilon$-regime of chiral perturbation theory the spectral correlations of the Euclidean QCD Dirac operator close to the origin can be computed using random matrix theory. To incorporate the effect of temperature, a random matrix ensemble has been proposed, where a constant, deterministic matrix is added to the Dirac operator. Its eigenvalue correlation functions can be written as the determinant of a kernel that depends on temperature. Due to recent progress in this specific class of random matrix ensembles, featuring a deterministic, additive shift, we can determine the limiting kernel and correlation functions in this class, which is the class of polynomial ensembles. We prove the equivalence between this new determinantal representation of the microscopic eigenvalue correlation functions and existing results in terms of determinants of different sizes, for an arbitrary number of quark flavours, with and without temperature, and extend them to non-zero topology. These results all agree and are thus universal when measured in units of the temperature dependent chiral condensate, as long as we stay below the chiral phase transition.

math-ph