The Interpolating Airy Kernels for the \beta =1 and \beta =4 Elliptic Ginibre Ensembles

We consider two families of non-Hermitian Gaussian random matrices, namely the elliptic Ginibre ensembles of asymmetric $N$ -by- $N$ matrices with Dyson index $\beta =1$ (real elements) and with $\beta =4$ (quaternion-real elements). Both ensembles have already been solved for finite $N$ using the method of skew-orthogonal polynomials, given for these particular ensembles in terms of Hermite polynomials in the complex plane. In this paper we investigate the microscopic weakly non-Hermitian large- $N$ limit of each ensemble in the vicinity of the largest or smallest real eigenvalue. Specifically, we derive the limiting matrix-kernels for each case, from which all the eigenvalue correlation functions can be determined. We call these new kernels the “interpolating” Airy kernels, since we can recover—as opposing limiting cases—not only the well-known Airy kernels for the Hermitian ensembles, but also the complementary error function and Poisson kernels for the maximally non-Hermitian ensembles at the edge of the spectrum. Together with the known interpolating Airy kernel for $\beta =2$ , which we rederive here as well, this completes the analysis of all three elliptic Ginibre ensembles in the microscopic scaling limit at the spectral edge.