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Random matrices close to Hermitian or unitary: overview of methods and results

REVIEW ARTICLE

Yan V Fyodorov1 and H-J Sommers2

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The paper discusses recent progress in understanding statistical properties of eigenvalues of (weakly) non-Hermitian and non-unitary random matrices. The first type of ensembles is of the form hat J = hat H − ihat Gamma, with hat H being a large random N × N Hermitian matrix with independent entries 'deformed' by a certain anti-Hermitian N × N matrix ihat Gamma satisfying in the limit of large dimension N the condition Tr hat H2 propto N Tr hat Gamma2. Here hat Gamma can be either a random or just a fixed given Hermitian matrix. Ensembles of such a type with hat Gamma ≥ 0 emerge naturally when describing quantum scattering in systems with chaotic dynamics and serve to describe resonance statistics. Related models are used to mimic complex spectra of the Dirac operator with chemical potential in the context of quantum chromodynamics.

Ensembles of the second type, arising naturally in scattering theory of discrete-time systems, are formed by N × N matrices hat A with complex entries such that hat Ahat A = hat Ihat T. For hat T = 0 this coincides with the circular unitary ensemble, and 0 ≤ hat That I describes deviation from unitarity. Our result amounts to answering statistically the following old question: given the singular values of a matrix hat A describe the locus of its eigenvalues.

We systematically show that the obtained expressions for the correlation functions of complex eigenvalues describe a non-trivial crossover from Wigner–Dyson statistics of real/unimodular eigenvalues typical of Hermitian/unitary matrices to Ginibre statistics in the complex plane typical of ensembles with strong non-Hermiticity: langleTr hat H2rangle propto langleTr hat Gamma2rangle when N. Finally, we discuss (scarce) results available on eigenvector statistics for weakly non-Hermitian random matrices.


PACS

02.10.Yn Matrix theory

02.30.Tb Operator theory

05.45.Mt Quantum chaos; semiclassical methods

12.38.-t Quantum chromodynamics

02.10.Ud Linear algebra

MSC

15A57 Other types of matrices (Hermitian, skew-Hermitian, etc.)

81V05 Strong interaction, including quantum chromodynamics

15A52 Random matrices

Subjects

Mathematical physics

Particle physics and field theory

Statistical physics and nonlinear systems

Dates

Issue 12 (28 March 2003)

Received 30 July 2002, in final form 25 November 2002

Published 12 March 2003



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