On the determinantal structure of conditional overlaps for the complex Ginibre ensemble
Random Matrices: Theory and Applications. Published online on 1st August, 2019 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 betwe...
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Zusammenfassung: | Random Matrices: Theory and Applications. Published online on 1st
August, 2019 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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DOI: | 10.48550/arxiv.1903.09016 |