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We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to…

Probability · Mathematics 2023-06-23 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

Using the Cayley-Dickson construction we rephrase and review the non-hermitian diagrammatic formalism [R. A. Janik, M. A. Nowak, G. Papp and I. Zahed, Nucl.Phys. B $\textbf{501}$, 603 (1997)], that generalizes the free probability calculus…

Mathematical Physics · Physics 2015-11-18 Zdzislaw Burda , Artur Swiech

In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…

Mathematical Physics · Physics 2014-10-14 Vural Kaymak , Mario Kieburg , Thomas Guhr

The algebraic area probability distribution of closed planar random walks of length N on a square lattice is considered. The generating function for the distribution satisfies a recurrence relation in which the combinatorics is encoded. A…

Statistical Mechanics · Physics 2015-05-13 Stefan Mashkevich , Stéphane Ouvry

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…

Quantum Physics · Physics 2021-04-15 Sepehr Nezami

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

In the framework of quasi-Hermitian quantum mechanics it is shown that a weakening of the isotropy of the Hilbert-space geometry can help us to enlarge the domain of the parameters at which the evolution is unitary. The idea is tested using…

Quantum Physics · Physics 2024-08-15 Miloslav Znojil

We study a generalization of the Wigner function to arbitrary tuples of hermitian operators, which is a distribution uniquely characterized by the property that the marginals for all linear combinations of the given operators agree with the…

Quantum Physics · Physics 2020-07-09 René Schwonnek , Reinhard F. Werner

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Determinants are useful to represent the state of an interacting system of (effectively) repulsive and independent elements, like fermions in a quantum system and training samples in a learning problem. A computationally challenging problem…

Statistical Mechanics · Physics 2024-08-01 A. Ramezanpour , M. A. Rajabpour

We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…

Condensed Matter · Physics 2009-10-22 E. Brézin , A. Zee

We consider quantum walks defined on arbitrary infinite graphs, parameterized by a family of scattering matrices attached to the vertices. Multiplying each scattering matrix by an i.i.d. random phase, we obtain a random scattering quantum…

Mathematical Physics · Physics 2026-02-16 Alain Joye , Andreas Schaefer , Simone Warzel

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…

Mathematical Physics · Physics 2012-02-27 Andrzej Jarosz

It has recently been demonstrated in quenched lattice simulations that the distribution of the low-lying eigenvalues of the QCD Dirac operator is universal and described by random-matrix theory. We present first evidence that this…

High Energy Physics - Lattice · Physics 2009-12-30 M. E. Berbenni-Bitsch , S. Meyer , T. Wettig

We give bounds on the average fidelity achievable by any quantum state estimator, which is arguably the most prominently used figure of merit in quantum state tomography. Moreover, these bounds can be computed online---that is, while the…

Quantum Physics · Physics 2015-12-16 Richard Kueng , Christopher Ferrie

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

Mathematical Physics · Physics 2023-03-13 Mario Kieburg , Jiyuan Zhang

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Probability · Mathematics 2016-06-22 Rowan Killip , Rostyslav Kozhan