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Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure

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arxiv 2503.14942 v1 pith:RET3SRD6 submitted 2025-03-19 math.PR math-phmath.MP

classification math.PRmath-phmath.MP
keywords realstructureeigenvaluesparameterdecompositionnon-hermitianasymmetriceither
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abstract

We investigate the real eigenvalues of asymmetric Wishart matrices of size $N$, indexed by the rectangular parameter $\nu \in \mathbb{N}$ and the non-Hermiticity parameter $\tau \in [0,1]$. The rectangular parameter $\nu$ is either fixed or proportional to $N$. The non-Hermiticity parameter $\tau$ is either fixed or $\tau = 1 - O(1/N)$, corresponding to the strongly and weakly non-Hermitian regimes, respectively. We establish a decomposition structure for the finite-$N$ correlation kernel of the real eigenvalues, which form Pfaffian point processes. Taking the symmetric limit $\tau = 1$, where the model reduces to the Laguerre orthogonal ensemble, this decomposition structure reduces to the known rank-one perturbation structure established by Adler, Forrester, Nagao, and van Moerbeke, as well as by Widom. Using the decomposition structure, we show that the expected number of real eigenvalues is proportional to $\sqrt{N}$ in the strongly non-Hermitian regime and to $N$ in the weakly non-Hermitian regime, providing explicit leading coefficients in both cases. Furthermore, we derive the limiting real eigenvalue densities, which recovers the Marchenko-Pastur distribution in the symmetric limit.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Moderate-to-large deviation asymptotics for real eigenvalues of the elliptic Ginibre matrices

    math.PR 2025-11 accept novelty 7.0 of 10

    For elliptic real Ginibre matrices, probabilities of rare counts of real eigenvalues have explicit exponential rate functions in the strong- and weak-asymmetry regimes, new even for the real Ginibre ensemble.

  2. Asymptotics of the real eigenvalue distribution for the real spherical ensemble

    math-ph 2025-08 conditional novelty 6.0 of 10

    For the real spherical ensemble, asymptotic formulas are derived for the probability of M real eigenvalues when M ~ N, M ~ sqrt(N), and M near the mean, with cross-regime matching and the leading p_{N,0} ~ e^{-sqrt(pi...

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