Abstract
The complex Ginibre ensemble is the distribution of an non-Hermitian random matrix over with i.i.d. complex Gaussian entries normalized to have mean zero and variance . Unlike the Gaussian unitary ensemble, for which the eigenvectors are distributed according to Haar measure on the compact group , independently of the eigenvalues, the geometry of the eigenbases of the Ginibre ensemble are not particularly well understood. In this paper we systematically study properties of eigenvector correlations in this matrix ensemble. In particular, we uncover an extended algebraic structure which describes their asymptotic behavior (as N goes to infinity). Our work extends previous results of Chalker and Mehlig (Phys. Rev. Lett. 81 (1998) 3367–3370), in which the correlation for pairs of eigenvectors was computed.
Funding Statement
The first author was partially supported by the Israel Science Foundation—grant number 1692/17. The second author was partially supported by the Israel Science Foundation—grant number 771/17 and the Binational Science Foundation—grant number 2018330.
Citation
Nicholas Crawford. Ron Rosenthal. "Eigenvector correlations in the complex Ginibre ensemble." Ann. Appl. Probab. 32 (4) 2706 - 2754, August 2022. https://doi.org/10.1214/21-AAP1746
Information