Random matrix ensembles for $PT$-symmetric systems

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting PT-symmetry. Here we show that there is a one-to-one correspondence between complex PT-symmetric matrices and split-complex and split-quaternionic versions of Hermitian matrices. We introduce two new random matrix ensembles of (a) Gaussian split-complex Hermitian; and (b) Gaussian split-quaternionic Hermitian matrices, of arbitrary sizes. We conjecture that these ensembles represent universality classes for PT-symmetric matrices. For the case of 2 × 2 matrices we derive analytic expressions for the joint probability distributions of the eigenvalues, the one-level densities and the level spacings in the case of real eigenvalues.