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On the determinantal structure of conditional overlaps for the complex Ginibre ensemble

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arxiv 1903.09016 v2 pith:Y2V4B5XJ submitted 2019-03-21 math-ph math.MPmath.PR

classification math-phmath.MPmath.PR
keywords complexconditionaleigenvalueseigenvectorsexpectationsoverlapbulkchalker
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abstract

We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the right eigenvectors for the complex $N\times N$ Ginibre ensemble, conditional on an arbitrary number $k=1,2,\ldots$ of complex eigenvalues.These objects provide the simplest generalisation of the expectations of the diagonal overlap ($k=1$) and the off-diagonal overlap ($k=2$) considered originally by Chalker and Mehlig. They also appear naturally in the problem of joint evolution of eigenvectors and eigenvalues for Brownian motions with values in complex matrices studied by the Krakow school. We find that these expectations possess a determinantal structure, where the relevant kernels can be expressed in terms of certain orthogonal polynomials in the complex plane. Moreover, the kernels admit a rather tractable expression for all $N \geq 2$. This result enables a fairly straightforward calculation of the conditional expectation of the overlap matrix in the local bulk and edge scaling limits as well as the proof of the exact algebraic decay and asymptotic factorisation of these expectations in the bulk.

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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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