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Symmetries of the Quaternionic Ginibre Ensemble

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arxiv 1811.03724 v1 pith:LMLTX4FO submitted 2018-11-09 math.PR

classification math.PR
keywords quaternionicginibrecaseeigenvalueseigenvectorsensemblematricescomplex
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We establish a few properties of eigenvalues and eigenvectors of the quaternionic Ginibre ensemble (QGE), analogous to what is known in the complex Ginibre case. We first recover a version of Kostlan's theorem that was already noticed by Rider: the set of the squared radii of the eigenvalues is distributed as a set of independent gamma variables. Our proof technique uses the De Bruijn identity and properties of Pfaffians; it also allows to prove that the high powers of these eigenvalues are independent. These results extend to any potential beyond the Gaussian case, as long as radial symmetry holds; this includes for instance truncations of quaternionic unitary matrices, products of quaternionic Ginibre matrices, and the quaternionic spherical ensemble. We then study the eigenvectors of quaternionic Ginibre matrices. The angle between eigenvectors and the matrix of overlaps both exhibit some specific features that can be compared to the complex case. In particular, we compute the distribution and the limit of the diagonal overlap associated to an eigenvalue that is conditioned to be zero.

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  1. On eigenvector statistics in the spherical and truncated unitary ensembles

    math.PR 2019-08 accept novelty 6.0 of 10

    For the spherical and truncated unitary ensembles, diagonal eigenvector overlaps decompose into products of independent variables and converge, conditional on one eigenvalue, to the inverse of a gamma-2 distribution.

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