Almost-Hermitian Random Matrices: Eigenvalue Density in the Complex Plane

TL;DR

This paper investigates the eigenvalue distribution of large non-Hermitian random matrices in a weak non-Hermiticity regime, deriving explicit density formulas that interpolate between Hermitian and complex matrix eigenvalue distributions.

Contribution

It introduces a new weak non-Hermiticity regime for random matrices and explicitly derives the eigenvalue density in this crossover regime.

Findings

Identifies a new weak non-Hermiticity regime in large random matrices.

Derives explicit eigenvalue density in the crossover between Hermitian and complex matrices.

Provides a mathematical description of eigenvalue distribution in the complex plane.

Abstract

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new nontrivial regime of weak non-Hermiticity characterized by the condition that the average of $N\mbox{Tr} \hat{A}_s^2$ is of the same order as that of $\mbox{Tr} \hat{H}^2 $ when $N\to \infty$. We find explicitly the density of complex eigenvalues for this regime in the limit of infinite matrix dimension. The density determines the eigenvalue distribution in the crossover regime between random Hermitian matrices whose real eigenvalues are distributed according to the Wigner semi-circle law and random complex matrices whose eigenvalues are distributed in the complex plane according to the so-called ``elliptic law''.