Three non-Hermitian random matrix universality classes of complex edge statistics: Spacing ratios and distributions

TL;DR

This paper investigates three universality classes of non-Hermitian random matrices, analyzing complex spacing ratios and distributions at the edge and in the bulk, with analytical and numerical methods revealing universal behaviors and differences.

Contribution

It provides the first analytical study of complex spacing ratios at finite size for these classes and introduces a simplified approach that converges in the large-N limit.

Findings

Complex spacing ratios in class A are well-approximated by a large-N limit in the bulk.

A parameter-dependent N=3 surmise accurately interpolates to GUE for elliptic Ginibre ensemble.

NN spacing distributions exhibit universal cubic repulsion at both bulk and edge.

Abstract

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios and nearest-neighbour (NN) spacing distributions that characterise such local statistics. We choose the three simplest representatives of these universality classes, given by the Gaussian ensembles of complex Ginibre, complex symmetric and complex self-dual matrices, denoted by class A, AI$^\dag$ and AII$^\dag$. In the first part, we analytically study the complex spacing ratio in class A, at finite matrix size $N$. Introducing a conditional point process, we simplify existing expressions and show why an uncontrolled approximation introduced earlier converges well in the large-$N$ limit in the bulk. When specifying to the elliptic Ginibre ensemble, we present a parameter-dependent $N=3$ surmise for the complex spacing ratio, interpolating to that of the Gaussian unitary ensemble (GUE), where such a surmise is very accurate. In the second numerical part, we compare complex spacing ratios, its moments, and NN spacing distributions for all three ensembles with that of uncorrelated points, the two-dimensional (2D) Poisson process, both in the bulk and at the edge. The varying degree of repulsion within these different edge universality classes can be well understood in terms of an effective 2D Coulomb gas description, at different values of inverse temperature $\beta$. We find indications that the complex spacing ratio does not fully unfold the local statistics at the edge. Finally we verify that for small argument, in all three symmetry classes the NN spacing distributions in the bulk and at the edge are consistent with the universal cubic repulsion.