Non-Hermitian Random Matrix Ensembles
classification
🧮 math-ph
math.MP
keywords
matrixensemblesnon-hermitianrandomrealcomplexconcisecorrelations
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This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly non-Hermitian limits of large matrix size.
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