On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values

Yi Wei, Yan V. Fyodorov

Type: Article

Publication Date: 2008-11-03

Citations: 18

DOI: https://doi.org/10.1088/1751-8113/41/50/502001

Abstract

Given any fixed N × N positive semi-definite diagonal matrix G ⩾ 0 we derive the explicit formula for the density of complex eigenvalues for random matrices A of the form where the random unitary matrices U are distributed on the group U(N) according to the Haar measure.

Locations

arXiv (Cornell University) - View - PDF
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Journal of Physics A Mathematical and Theoretical - View

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