Almost-Hermitian random matrices: eigenvalue density in the complex plane

We consider an ensemble of large non-Hermitian random matrices of the form Ĥ + iÂ_s, where Ĥ and Â_s are Hermitian statistically independent random N × N matrices. We demonstrate the existence of a new nontrivial regime of weak non-Hermiticity characterized by the condition that the average of N TrÂ_s² is of the same order as that of TrĤ² when N → ∞. We find explicitly the density of complex eigenvalues for this regime in the limit of infinite matrix dimension. The density determines the eigenvalue distribuyion in the crossover regime between random Hermitian matrices whose real eigenvalues are distributed according to the Wigner semi-circle law and random complex matrices whose eigenvalues are distributed in the complex plane according to the so-called “elliptic law”.