arXiv subjects

Mark J. Crumpton

Publications and source records attributed to Mark J. Crumpton.

6 recordsLinked to original sources

arXiv2026

Interpolating non-Hermitian universality classes A and AI$^\dagger$: eigenvalue density and transition regime

We employ the recently developed Kac-Rice formalism for non-Hermitian random matrices to derive the joint distribution of an eigenvalue and its associated normalised right eigenvector in a Gaussian ensemble that interpolates between complex Ginibre (Class A) and complex symmetric matrices (Class AI$^\dagger$). This distribution is valid at finite matrix size, $N$, for any value of the interpolation parameter $σ\in [0,1]$, with $0$ and $1$ corresponding to classes A and AI$^\dagger$ respectively. The marginal distribution for the density of the eigenvalues is derived at finite $N$ and then considered asymptotically as $N \to \infty$. When considering bulk eigenvalues, we recover the standard circular law for all $σ$. Furthermore, for edge eigenvalues we find that for fixed $σ$, the eigenvalues follow the edge density associated with matrices in Class A. However, a transitional regime is discovered for the interpolation parameter being scaled as $σ= 1 - κN^{-1/2}$, where new edge behaviour is observed for the density of eigenvalues - smoothly interpolating two previously known results. This transitional regime and the associated density of eigenvalues is conjectured to be universal for non-Gaussian matrices and we provide numerical evidence in support of this.

math-ph↗

arXiv2025

Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries

We compute analytically the probability distribution and moments of the sum and product of the non-zero eigenvalues and singular values of random matrices with (i) non-negative entries, (ii) fixed rank, and (iii) prescribed sums of the entries in each row. Applications of such matrices are discussed in the context of Markov chains, economics and social networks to name a few. All results are valid at finite matrix size and are given in terms of the statistics of vectors of general Dirichlet random variables. Analytical results are corroborated by numerical simulations throughout with excellent agreement.

cond-mat.stat-mech↗

arXiv2024

Spectral density of complex eigenvalues and associated mean eigenvector self-overlaps at the edge of elliptic Ginibre ensembles

We consider the density of complex eigenvalues, $ρ(z)$, and the associated mean eigenvector self-overlaps, $\mathcal{O}(z)$, at the spectral edge of $N \times N$ real and complex elliptic Ginibre matrices, as $N \to \infty$. Two different regimes of ellipticity are studied: strong non-Hermiticity, keeping the ellipticity parameter $τ$ fixed and weak non-Hermiticity with $τ\rightarrow 1 $ as $N \rightarrow \infty$. At strong non-Hermiticity, we find that both $ρ(z)$ and $\mathcal{O}(z)$ have the same leading order behaviour across the elliptic Ginibre ensembles, establishing the expected universality. In the limit of weak non-Hermiticity, we find different results for $ρ(z)$ and $\mathcal{O}(z)$ across the two ensembles. This paper is the final of three papers that we have presented addressing the mean self-overlap of eigenvectors in these ensembles.

math-ph↗

arXiv2024

Mean eigenvector self-overlap in the real and complex elliptic Ginibre ensembles at strong and weak non-Hermiticity

We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap was computed for the complex Ginibre ensemble as $N\to \infty$. In the present work, we consider the same quantity in the real and complex elliptic Ginibre ensembles characterized by correlations between off-diagonal entries controlled by a parameter $τ\in[0,1]$, with $τ=1$ corresponding to the Hermitian limit. We derive exact expressions for the mean diagonal overlap in both ensembles at any finite $N$, for any eigenvalue off the real axis. We further investigate several scaling regimes as $N\rightarrow \infty$, both in the limit of strong non-Hermiticity keeping a fixed $τ\in[0,1)$ and in the weak non-Hermiticity limit, with $τ$ approaching unity in such a way that $N(1-τ)$ remains finite.

math-ph↗

arXiv2023

Competitive exclusion and Hebbian couplings in random generalised Lotka-Volterra systems

We study communities emerging from generalised random Lotka--Volterra dynamics with a large number of species with interactions determined by the degree of niche overlap. Each species is endowed with a number of traits, and competition between pairs of species increases with their similarity in trait space. This leads to a model with random Hopfield-like interactions. We use tools from the theory of disordered systems, notably dynamic mean field theory, to characterise the statistics of the resulting communities at stable fixed points and determine analytically when stability breaks down. Two distinct types of transition are identified in this way, both marked by diverging abundances, but differing in the behaviour of the integrated response function. At fixed points only a fraction of the initial pool of species survives. We numerically study the eigenvalue spectra of the interaction matrix between extant species. We find evidence that the two types of dynamical transition are, respectively, associated with the bulk spectrum or an outlier eigenvalue crossing into the right half of the complex plane.

q-bio.PE↗

arXiv2023

Mean left-right eigenvector self-overlap in the real Ginibre ensemble

We study analytically the Chalker-Mehlig mean diagonal overlap $\mathcal{O}(z)$ between left and right eigenvectors associated with a complex eigenvalue $z$ of $N\times N$ matrices in the real Ginibre ensemble (GinOE). We first derive a general finite $N$ expression for the mean overlap and then investigate several scaling regimes in the limit $N\rightarrow \infty$. While in the generic spectral bulk and edge of the GinOE the limiting expressions for $\mathcal{O}(z)$ are found to coincide with the known results for the complex Ginibre ensemble (GinUE), in the region of eigenvalue depletion close to the real axis the asymptotic for the GinOE is considerably different. We also study numerically the distribution of diagonal overlaps and conjecture that it is the same in the bulk and at the edge of both the GinOE and GinUE, but essentially different in the depletion region of the GinOE.

math-ph↗