Duality in non-Hermitian random matrix theory

Abstract

We consider 9 Gaussian matrix ensembles characterized by single symmetry among the 38-fold symmetry classification classes of non-Hermitian random matrices, and establish exact duality formulae of certain observables between them. Particularly, averaged products of K characteristic polynomials in an N×N matrix ensemble can be expressed in terms of another K×K matrix ensemble. Our method is to combine matrix-valued heat equations and differential identities for determinants and Pfaffians and has more possible applications.