A Real Quaternion Spherical Ensemble of Random Matrices

One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the anti-sphere with truncations of unitary matrices. This paper focusses on an ensemble corresponding to the sphere: matrices of the form Y=A−1B, where A and B are independent N×N matrices with iid standard Gaussian real quaternion entries. By applying techniques similar to those used for the analogous complex and real spherical ensembles, the eigenvalue joint probability density function and correlation functions are calculated. This completes the exploration of spherical matrices using the traditional Dyson indices β=1,2,4.