Non-Hermitian random matrices with long-range correlations show α-dependent breakdown of the circular law, with spectral radius growing as a power law for α<1 and self-similar density at α=1.
J.: Progress on the study of the Gin ibre ensemble II: GINOE and G INSE
2 Pith papers cite this work. Polarity classification is still indexing.
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Derives coupled SDEs for eigenvalue and eigenvector-overlap processes in non-Hermitian Brownian motion and SPDEs for the regularized FK determinant random field.
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Eigenvalues, eigenvector-overlaps, and regularized Fuglede-Kadison determinant of the non-Hermitian matrix-valued Brownian motion
Derives coupled SDEs for eigenvalue and eigenvector-overlap processes in non-Hermitian Brownian motion and SPDEs for the regularized FK determinant random field.