Non-hermitian random matrix models

Abstract

We introduce an extension of the diagrammatic rules in random matrix theory and apply it to non-hermitian random matrix models using the 1/ N approximation. A number of one-and two-point functions are evaluated on their holomorphic and non-holomorphic supports to leading order in 1/ N. The one-point functions describe the distribution of eigenvalues, while the two-point functions characterize their macroscopic cotrelations. The generic form for the two-point functions is obtained, generalizing the concept of macroscopic universality to non-hermitian random matrices. We show that the holomorphic and non-holomorphic one- and two-point functions condition the behavior of pertinent partition functions to order O(1/ N). We derive explicit conditions for the location and distribution of their singularities. Most of our analytical results are found to be in good agreement with numerical calculations using large ensembles of complex matrices.