Non-Hermitian Random Matrix Ensembles
B.A. Khoruzhenko, H.-J. Sommers

TL;DR
This paper reviews non-Hermitian random matrix ensembles, focusing on Ginibre ensembles and their elliptic deformations, analyzing eigenvalue correlations in different non-Hermitian limits.
Contribution
It provides a comprehensive review of eigenvalue correlations in non-Hermitian ensembles, including exact reductions and limit analyses.
Findings
Eigenvalue correlations are exactly expressed via two-point kernels.
Analysis of eigenvalue behavior in strongly and weakly non-Hermitian limits.
Discussion of elliptic deformations of Ginibre ensembles.
Abstract
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly non-Hermitian limits of large matrix size.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsRandom Matrices and Applications · Advanced Algebra and Geometry · Algebraic structures and combinatorial models
