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GPP

Real eigenvalues of the asymmetric Wishart random matrices

by Dr Kohei Noda (UCLouvain)

Europe/Brussels
B/2nd floor-B.203 - Seminar room (Marc de Hemptinne (chemin du Cyclotron, 2, Louvain-la-Neuve))

B/2nd floor-B.203 - Seminar room

Marc de Hemptinne (chemin du Cyclotron, 2, Louvain-la-Neuve)

20
Description

This talk is aimed at presenting the results of the speaker's recent joint work with Sung-Soo Byun (Seoul National University) on the real eigenvalues of the asymmetric Wishart ensemble introduced by Akemann, Phillips, and Sommers. This ensemble interpolates between the chiral real Ginibre ensemble and the Wishart (Laguerre) orthogonal ensemble through a one-parameter family. I will present the asymptotic behaviors of the expected number of the real eigenvalues and the global density. In addition, a novel integrable formula will be introduced, which enables the analysis of the statistical properties of real eigenvalues in the asymmetric Wishart ensemble.