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We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

Probability · Mathematics 2014-09-02 Mohamed Bouali

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Mathematical Physics · Physics 2014-11-20 Mario Kieburg , Thomas Guhr

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Mehlig , M. Santer

We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…

Mathematical Physics · Physics 2021-07-13 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

For numerous applications of quantum theory it is desirable to be able to apply arbitrary unitary operations on a given quantum system. However, in particular situations only a subset of unitary operations is easily accessible. This raises…

Quantum Physics · Physics 2017-12-06 Michał Oszmaniec , Zoltán Zimborás

We study multiplicative statistics for the eigenvalues of unitarily-invariant Hermitian random matrix models. We consider one-cut regular polynomial potentials and a large class of multiplicative statistics. We show that in the large matrix…

Mathematical Physics · Physics 2022-11-30 Promit Ghosal , Guilherme L. F. Silva

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

Quantum Physics · Physics 2009-11-07 Zafar Ahmed , Sudhir R. Jain

I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and…

Mathematical Physics · Physics 2015-05-20 Andrzej Jarosz

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…

Statistical Mechanics · Physics 2015-06-24 Maciej M. Duras

Using diagrammatic techniques, we provide explicit functional relations between the cumulant generating functions for the biunitarily invariant ensembles in the limit of large size of matrices. The formalism allows to map two distinct areas…

Mathematical Physics · Physics 2017-10-25 Maciej A. Nowak , Wojciech Tarnowski

We consider $N\times N$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $\nu(x)= e^{- U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine…

Mathematical Physics · Physics 2009-10-21 Laszlo Erdos , Sandrine Peche , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…

Quantum Physics · Physics 2015-01-28 K. V. S. Shiv Chaitanya

In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which…

Operator Algebras · Mathematics 2013-07-09 James A. Mingo , Roland Speicher

We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…

chao-dyn · Physics 2008-02-03 Henrik J. Pedersen , A. D. Jackson

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

Probability · Mathematics 2016-12-21 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

Probability · Mathematics 2007-07-17 Katrin Hofmann-Credner , Michael Stolz