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The real Ginibre ensemble with $k = O(n)$ real eigenvalues (1501.03120v3)

Published 13 Jan 2015 in math-ph and math.MP

Abstract: We consider the ensemble of Real Ginibre matrices with a positive fraction $\alpha>0$ of real eigenvalues. We demonstrate a large deviations principle for the joint eigenvalue density of such matrices and we introduce a two phase log-gas whose stationary distribution coincides with the spectral measure of the ensemble. Using these tools we provide an asymptotic expansion for the probability $pn_{\alpha n}$ that an $n\times n$ Ginibre matrix has $k=\alpha n$ real eigenvalues and we characterize the spectral measures of these matrices.

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