Random matrix ensembles for $PT$-symmetric systems
Eva-Maria Graefe, Steve Mudute-Ndumbe, and Matthew Taylor

TL;DR
This paper introduces new random matrix ensembles for $PT$-symmetric systems, establishing their mathematical structure and deriving eigenvalue distributions, which may serve as universality classes for such non-Hermitian matrices.
Contribution
It presents the first Gaussian split-complex and split-quaternionic Hermitian ensembles and explores their properties, linking them to $PT$-symmetry in non-Hermitian systems.
Findings
Established a correspondence between $PT$-symmetric matrices and split-complex/quaternionic Hermitian matrices.
Derived eigenvalue distributions and level statistics for 2x2 cases.
Proposed these ensembles as potential universality classes for $PT$-symmetric matrices.
Abstract
Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting -symmetry. Here we show that there is a one-to-one correspondence between complex -symmetric matrices and split-complex and split-quaternionic versions of Hermitian matrices. We introduce two new random matrix ensembles of (a) Gaussian split-complex Hermitian, and (b) Gaussian split-quaternionic Hermitian matrices, of arbitrary sizes. They are related to the split signature versions of the complex and the quaternionic numbers, respectively. We conjecture that these ensembles represent universality classes for -symmetric matrices. For the case of matrices we derive analytic expressions for the joint probability distributions of the eigenvalues, the one-level densities and the level spacings in the case of real eigenvalues.
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