Phase transition of eigenvalues in deformed Ginibre ensembles

preprint2022arXivOpen access

Abstract

Consider a random matrix of size NN as an additive deformation of the complex Ginibre ensemble under a deterministic matrix X0X_0 with a finite rank, independent of NN. When some eigenvalues of X0X_0 separate from the unit disk, outlier eigenvalues may appear asymptotically in the same locations, and their fluctuations exhibit surprising phenomena that highly depend on the Jordan canonical form of X0X_0. These findings are largely due to Benaych-Georges and Rochet \cite{BR}, Bordenave and Capitaine \cite{BC16}, and Tao \cite{Ta13}. When all eigenvalues of X0X_0 lie inside the unit disk, we prove that local eigenvalue statistics at the spectral edge form a new class of determinantal point processes, for which correlation kernels are characterized in terms of the repeated erfc integrals. This thus completes a non-Hermitian analogue of the BBP phase transition in Random Matrix Theory. Similar results hold for the deformed real quaternion Ginibre ensemble.

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