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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

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…

High Energy Physics - Theory · Physics 2010-05-07 G. Akemann , M. J. Phillips , H. -J. Sommers

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…

Chaotic Dynamics · Physics 2015-06-16 N. D. Chavda , V. K. B. Kota

The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…

Statistical Mechanics · Physics 2021-08-03 Tristan Gautié , Jean-Philippe Bouchaud , Pierre Le Doussal

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…

Mathematical Physics · Physics 2026-05-19 Gernot Akemann , Francesco Mezzadri , Patricia Päßler , Henry Taylor

We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…

Probability · Mathematics 2015-12-29 Manjunath Krishnapur , Brian Rider , Balint Virag

We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…

Mathematical Physics · Physics 2025-04-29 Sunidhi Sen , Himanshu Shekhar , Santosh Kumar

We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…

Mathematical Physics · Physics 2015-03-24 Christopher H. Joyner , Uzy Smilansky

We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, inverse variance of a normal distribution) of an exponential…

Methodology · Statistics 2019-01-25 Dexter Cahoy , Joseph Sedransk

By combining the Grassmann algebra with multi-scale entanglement renormalization ansatz (MERA), we introduce a new unbiased and effective numerical method for simulating 2D strongly correlated electronic systems. The new GMERA method…

Strongly Correlated Electrons · Physics 2015-06-12 Jie Lou , Yan Chen

We determine the effective complex permittivity of a two-dimensional composite, consisting of an arbitrary doubly periodic array of identical circular cylinders in a homogeneous matrix, and whose dielectric properties are complex-valued.…

Materials Science · Physics 2019-05-30 Yuri A. Godin

Recent work has proposed a method for imposing T-duality on the metric, $B$-field, and dilaton of the classical effective action of string theory without using Kaluza-Klein reduction. Specifically, the $D$-dimensional effective action…

High Energy Physics - Theory · Physics 2023-10-17 Mohammad R. Garousi

We explore models with emergent gravity and metric by means of numerical simulations. A particular type of two-dimensional non-linear sigma-model is regularized and discretized on a quadratic lattice. It is characterized by lattice…

High Energy Physics - Theory · Physics 2015-06-11 D. Sexty , C. Wetterich

We consider sampling strategies for a class of multivariate bandlimited functions $f$ that have a spectrum consisting of disjoint frequency bands. Taking advantage of the special spectral structure, we provide formulas relating $f$ to the…

Functional Analysis · Mathematics 2018-04-18 Christina Frederick

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We study the level statistics of a non-integrable one dimensional interacting fermionic system characterized by the GOE distribution. We calculate numerically on a finite size system the level spacing distribution $P(s)$ and the Dyson-Mehta…

Condensed Matter · Physics 2009-10-22 M. Di Stasio , X. Zotos

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We consider $m$ spinless Bosons distributed over $l$ degenerate single-particle states and interacting through a $k$-body random interaction with Gaussian probability distribution (the Bosonic embedded $k$-body ensembles). We address the…

Condensed Matter · Physics 2009-11-07 T. Asaga , L. Benet , T. Rupp , H. A. Weidenmueller