Exact probability distributions of complex spacing ratios in non-Hermitian random matrices
Kohei Kawabata
Abstract
The complex spacing ratio is the complex displacement from a reference eigenvalue to its nearest neighbor divided by the corresponding displacement to its next-to-nearest neighbor. Its statistics provide a useful diagnostic of spectral correlations and nonintegrability in open quantum systems. Here, starting from the exact joint eigenvalue probability densities, we derive finite-N complex-spacing-ratio distributions for the Gaussian ensembles of non-Hermitian random matrices in classes AI† and AII†, realized by complex symmetric and complex self-dual random matrices, respectively. In class AII†, we obtain an exact algebraic expression for arbitrary N and explicitly evaluate the distributions and representative moments for N=3, 4, 5, 6. In class AI†, although the joint density retains a noncompact integral over nonunitary eigenvector degrees of freedom, we analytically derive a normalized one-dimensional integral representation for N=3 and determine the asymptotic behavior, including a logarithmic correction to the cubic level repulsion and a nonanalytic contribution to the angular density. We further confirm these analytical results through direct numerical diagonalization of non-Hermitian random matrices.
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