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A class of 2x2 random-matrix models is introduced for which the Brody distribution is the exact eigenvalue spacing distribution. The matrix elements consist of constrained finite sums of an exponential random variable raised to various…

Mathematical Physics · Physics 2025-08-07 Jamal Sakhr

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…

Mathematical Physics · Physics 2012-08-22 Sebastian Schierenberg , Falk Bruckmann , Tilo Wettig

We introduce three universality classes of chiral random matrix ensembles with a nonzero chemical potential and real, complex or quaternion real matrix elements. In the thermodynamic limit we find that the distribution of the eigenvalues in…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Halasz , J. C. Osborn , J. J. M. Verbaarschot

We present a model for diffusion in a molecularly crowded environment. The model consists of random barriers in percolation network. Random walks in the presence of slowly moving barriers show normal diffusion for long times, but anomalous…

Subcellular Processes · Quantitative Biology 2007-06-06 Dietrich Stauffer , Christian Schulze , Dieter W. Heermann

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

In this Letter, we show that the explosive percolation is a novel continuous phase transition. The order-parameter-distribution histogram at the percolation threshold is studied in Erd\H{o}s-R\'{e}nyi networks, scale-free networks, and…

Disordered Systems and Neural Networks · Physics 2012-02-22 Liang Tian , Da-Ning Shi

The segment distribution around the center of gravity is derived for unperturbed ring polymers. We show that, although a small difference is observed, the exact distribution can be well approximated by the Gaussian probability distribution…

Soft Condensed Matter · Physics 2022-06-28 Kazumi Suematsu , Haruo Ogura , Seiichi Inayama , Toshihiko Okamoto

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…

Probability · Mathematics 2010-10-19 Friedrich Götze , Alexander Tikhomirov

Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for…

Probability · Mathematics 2015-05-05 Hoi Nguyen , Terence Tao , Van Vu

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

Probability · Mathematics 2011-09-19 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral , Maxime Février

A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…

Nuclear Theory · Physics 2009-10-31 M. S. Hussein , M. P. Pato

Motivated by the importance ascribed to correlations in random matrices used to model phenomena in various scientific disciplines, we report how algebraic correlations between matrix elements affect the eigenvalue statistics and spectral…

Statistical Mechanics · Physics 2026-04-27 Abbas Ali Saberi , Roderich Moessner

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…

Probability · Mathematics 2016-09-28 Alex Bloemendal , Bálint Virág

The problem of continuum percolation in dispersions of rods is reformulated in terms of weighted random geometric graphs. Nodes (or sites or vertices) in the graph represent spatial locations occupied by the centers of the rods. The…

Statistical Mechanics · Physics 2015-09-30 Avik P. Chatterjee , Claudio Grimaldi

We studied numerically the distribution of the entanglement Hamiltonian eigenvalues in two one-dimensional free fermion models and the typical three-dimensional Anderson model. We showed numerically that this distribution depends on the…

Strongly Correlated Electrons · Physics 2020-07-01 Mohammad Pouranvari

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate…

Soft Condensed Matter · Physics 2009-10-31 Shay Wolfling , Yacov Kantor

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

Mathematical Physics · Physics 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux