2015
DOI: 10.1103/physreve.92.052111
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QuaternionicRtransform and non-Hermitian random matrices

Abstract: Using the Cayley-Dickson construction we rephrase and review the non-hermitian diagrammatic formalism [R. A. Janik, M. A. Nowak, G. Papp and I. Zahed, Nucl.Phys. B 501, 603 (1997)], that generalizes the free probability calculus to asymptotically large non-hermitian random matrices. The main object in this generalization is a quaternionic extension of the R transform which is a generating function for planar (non-crossing) cumulants. We demonstrate that the quaternionic R transform generates all connected aver… Show more

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Cited by 7 publications
(11 citation statements)
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“…where G is a GinUE matrix, U a CUE matrix, and a, b real constants. To this end, we employ quaternionic free probability [17,[51][52][53][54][55][56][57][58][59][60][61][62][63], which we start by briefly reviewing below.…”
Section: Discussionmentioning
confidence: 99%
“…where G is a GinUE matrix, U a CUE matrix, and a, b real constants. To this end, we employ quaternionic free probability [17,[51][52][53][54][55][56][57][58][59][60][61][62][63], which we start by briefly reviewing below.…”
Section: Discussionmentioning
confidence: 99%
“…We establish that it actually holds for every word of Ginibre matrices, and universally (that is, beyond the Gaussian case). By a similar proof technique, we show that the limit of all the mixed matrix moments of G w depends only on the length of w. Such mixed moments are deeply connected with both eigenvalues and eigenvectors; they appear naturally in the moments of Girko's hermitized form, or in the expansion of the quaternionic resolvent (see [8]), and their connection with eigenvector overlaps has been studied by Walters and Starr in [44]. The fact that the first order asymptotics of these mixed moments only depends on the length suggests that the limit of empirical measure of eigenvalues of G w only depends on the length, as is the case for singular values.…”
Section: Introductionmentioning
confidence: 88%
“…These mixed moments have been studied by Starr and Walters [44]. They appear naturally in the moments of Girko's hermitized form (G − z)(G − z) * , as well as in the quaternionic resolvent (see [8,33]). They are known to be linked to relevant statistics of eigenvalues and eigenvectors of random matrices.…”
Section: Mixed Moments Of Wordsmentioning
confidence: 99%
“…The elements of this matrix are related to each other, g 22 (z) =ḡ 11 (z) and g 21 (z) = −ḡ 12 (z) [44], so we have…”
Section: Large N Limitmentioning
confidence: 99%