Phase transitions in non-Hermitian spherical integrals

Abstract

We study the large-$N$ asymptotics of a constrained spherical integral for non-Hermitian random matrices, in which the norms and mutual scalar product of two vectors are fixed. In the delocalized regime, the asymptotics are governed by the non-Hermitian transforms $\mathcal R_1$ and $\mathcal R_2$. At saddle-point level, the constrained integral exhibits a transition to a localized regime controlled by the largest singular value of a shifted matrix and by the overlap of its associated left and right singular vectors. Motivated by the Hermitian spherical-integral mechanism and by the Coulomb-gas picture, we formulate conjectures for one-eigenvalue large deviations and boundary fluctuations. Throughout, our analysis is carried out in the spirit of mathematical physics.