{"page":"1469-1487","publication_status":"published","type":"journal_article","date_published":"2022-07-01T00:00:00Z","publisher":"Society for Industrial and Applied Mathematics","abstract":[{"text":"We derive an accurate lower tail estimate on the lowest singular value σ1(X−z) of a real Gaussian (Ginibre) random matrix X shifted by a complex parameter z. Such shift effectively changes the upper tail behavior of the condition number κ(X−z) from the slower (κ(X−z)≥t)≲1/t decay typical for real Ginibre matrices to the faster 1/t2 decay seen for complex Ginibre matrices as long as z is away from the real axis. This sharpens and resolves a recent conjecture in [J. Banks et al., https://arxiv.org/abs/2005.08930, 2020] on the regularizing effect of the real Ginibre ensemble with a genuinely complex shift. As a consequence we obtain an improved upper bound on the eigenvalue condition numbers (known also as the eigenvector overlaps) for real Ginibre matrices. The main technical tool is a rigorous supersymmetric analysis from our earlier work [Probab. Math. Phys., 1 (2020), pp. 101--146].","lang":"eng"}],"article_processing_charge":"No","intvolume":"        43","status":"public","month":"07","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","issue":"3","title":"On the condition number of the shifted real Ginibre ensemble","external_id":{"arxiv":["2105.13719"]},"publication":"SIAM Journal on Matrix Analysis and Applications","date_created":"2023-01-12T12:12:38Z","oa_version":"Preprint","language":[{"iso":"eng"}],"main_file_link":[{"open_access":"1","url":"https://doi.org/10.48550/arXiv.2105.13719"}],"year":"2022","_id":"12179","scopus_import":"1","publication_identifier":{"issn":["0895-4798"],"eissn":["1095-7162"]},"article_type":"original","author":[{"orcid":"0000-0002-4901-7992","last_name":"Cipolloni","full_name":"Cipolloni, Giorgio","first_name":"Giorgio","id":"42198EFA-F248-11E8-B48F-1D18A9856A87"},{"orcid":"0000-0001-5366-9603","last_name":"Erdös","full_name":"Erdös, László","first_name":"László","id":"4DBD5372-F248-11E8-B48F-1D18A9856A87"},{"first_name":"Dominik J","full_name":"Schröder, Dominik J","last_name":"Schröder","orcid":"0000-0002-2904-1856","id":"408ED176-F248-11E8-B48F-1D18A9856A87"}],"date_updated":"2023-01-27T06:56:06Z","keyword":["Analysis"],"doi":"10.1137/21m1424408","department":[{"_id":"LaEr"}],"day":"01","quality_controlled":"1","citation":{"mla":"Cipolloni, Giorgio, et al. “On the Condition Number of the Shifted Real Ginibre Ensemble.” <i>SIAM Journal on Matrix Analysis and Applications</i>, vol. 43, no. 3, Society for Industrial and Applied Mathematics, 2022, pp. 1469–87, doi:<a href=\"https://doi.org/10.1137/21m1424408\">10.1137/21m1424408</a>.","ista":"Cipolloni G, Erdös L, Schröder DJ. 2022. On the condition number of the shifted real Ginibre ensemble. SIAM Journal on Matrix Analysis and Applications. 43(3), 1469–1487.","chicago":"Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “On the Condition Number of the Shifted Real Ginibre Ensemble.” <i>SIAM Journal on Matrix Analysis and Applications</i>. Society for Industrial and Applied Mathematics, 2022. <a href=\"https://doi.org/10.1137/21m1424408\">https://doi.org/10.1137/21m1424408</a>.","ieee":"G. Cipolloni, L. Erdös, and D. J. Schröder, “On the condition number of the shifted real Ginibre ensemble,” <i>SIAM Journal on Matrix Analysis and Applications</i>, vol. 43, no. 3. Society for Industrial and Applied Mathematics, pp. 1469–1487, 2022.","ama":"Cipolloni G, Erdös L, Schröder DJ. On the condition number of the shifted real Ginibre ensemble. <i>SIAM Journal on Matrix Analysis and Applications</i>. 2022;43(3):1469-1487. doi:<a href=\"https://doi.org/10.1137/21m1424408\">10.1137/21m1424408</a>","apa":"Cipolloni, G., Erdös, L., &#38; Schröder, D. J. (2022). On the condition number of the shifted real Ginibre ensemble. <i>SIAM Journal on Matrix Analysis and Applications</i>. Society for Industrial and Applied Mathematics. <a href=\"https://doi.org/10.1137/21m1424408\">https://doi.org/10.1137/21m1424408</a>","short":"G. Cipolloni, L. Erdös, D.J. Schröder, SIAM Journal on Matrix Analysis and Applications 43 (2022) 1469–1487."},"oa":1,"volume":43}