Related papers: Spectral fluctuations of tridiagonal random matric…
In this paper we examine the zero and first order eigenvalue fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles, using the matrix models we described in \cite{dumitriu02}, in the limit as $\beta \to \infty$. We find that…
We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
We study the global spectrum fluctuations for $\beta$-Hermite and $\beta$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We…
Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
The performance of spectral clustering relies on the fluctuations of the entries of the eigenvectors of a similarity matrix, which has been left uncharacterized until now. In this letter, it is shown that the signal $+$ noise structure of a…
Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…
In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
We show that the spectral fluctuations of the Two-Body Random Ensemble (TBRE) exhibit 1/f noise. This result supports a recent conjecture stating that chaotic quantum systems are characterized by 1/f noise in their energy level…
In the freezing regime where the system size N is fixed and the inverse temperature beta tends to infinity, the eigenvalues of Gaussian beta ensembles converge to zeros of the Nth Hermite polynomial. That law of large numbers has been…
The distributions of the spacing s between nearest-neighbor levels of unfolded spectra of random matrices from the beta-Hermite ensemble (beta-HE) is investigated by Monte Carlo simulations. The random matrices from the beta-HE are…
We study the limiting behavior of Gaussian beta ensembles in the regime where $\beta n = const$ as $n \to \infty$. The results are (1) Gaussian fluctuations for linear statistics of the eigenvalues, and (2) Poisson convergence of the bulk…
We study the decrease of fluctuations of diagonal matrix elements of observables and of Husimi densities of quantum mechanical wave functions around their mean value upon approaching the semi-classical regime ($\hbar \rightarrow 0$). The…