Yv. Fyodorov et al., ALMOST HERMITIAN RANDOM MATRICES - CROSSOVER FROM WIGNER-DYSON TO GINIBRE EIGENVALUE STATISTICS, Physical review letters, 79(4), 1997, pp. 557-560
By using the method of orthogonal polynomials, we analyze the statisti
cal properties of complex eigenvalues of random matrices describing a
crossover from Hermitian matrices characterized by the Wigner-Dyson st
atistics of real eigenvalues to strongly non-Hermitian ones whose comp
lex eigenvalues were studied by Ginibre. Two-point statistical measure
s [as, e.g., spectral form factor, number variance, and small distance
behavior of the nearest neighbor distance distribution p(s)] are stud
ied in more detail. In particular, we found that the latter function m
ay exhibit unusual behavior p(s) proportional to s(5/2) for some param
eter values.