Spectral moments of complex and symplectic non-Hermitian random matrices

TL;DR

This paper develops a unified framework for analyzing spectral moments of non-Hermitian random matrices in complex and symplectic classes, revealing their relation to Hermitian limits and providing explicit formulas and asymptotic results.

Contribution

It introduces a systematic approach to compute mixed spectral moments, including explicit formulas and large-N asymptotics for key non-Hermitian ensembles.

Findings

Holomorphic spectral moments match Hermitian limits up to a constant.

Spectral moments of symplectic ensemble decompose into complex and correction parts.

Large-N analysis reveals connections to elliptic and non-Hermitian Marchenko–Pastur laws.

Abstract

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.