EIGENVECTOR CORRELATIONS IN THE COMPLEX GINIBRE ENSEMBLE

Nicholas Crawford, Ron Rosenthal

Research output: Contribution to journalArticlepeer-review

Abstract

The complex Ginibre ensemble is the distribution of an N × N non-Hermitian random matrix over ℂ with i.i.d. complex Gaussian entries normalized to have mean zero and variance 1/N. Unlike the Gaussian unitary ensemble, for which the eigenvectors are distributed according to Haar measure on the compact group U(N), independently of the eigenvalues, the geometry of the eigenbases of the Ginibre ensemble are not particularly well understood. In this paper we systematically study properties of eigenvector correlations in this matrix ensemble. In particular, we uncover an extended algebraic structure which describes their asymptotic behavior (as N goes to infinity). Our work extends previous results of Chalker and Mehlig (Phys. Rev. Lett. 81 (1998) 3367-3370), in which the correlation for pairs of eigenvectors was computed.

Original languageEnglish
Pages (from-to)2706-2754
Number of pages49
JournalAnnals of Applied Probability
Volume32
Issue number4
DOIs
StatePublished - Aug 2022

Keywords

  • NonHermitian random matrices
  • correlations
  • eigenvectors

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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