Related papers: Random matrices beyond the Cartan classification
Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…
We introduce and discuss (local) symmetries of geometric structures. These symmetries generalize the classical (locally) symmetric spaces to various other geometries. Our main tools are homogeneous Cartan geometries and their explicit…
We consider homogeneous spaces of Lie groups with compact stabilizer subgroups of two types: those with integrable invariant distributions and those with geodesic orbit invariant Riemannian metrics. The latter means that for an arbitrary…
Besides the oscillator group, there is another four-dimensional non-abelian solvable Lie group that admits a bi-invariant pseudo-Riemannian metric. It is called split oscillator group (sometimes also hyperbolic oscillator group or Boidol's…
The notion of $\Gamma$-symmetric space is a natural generalization of the classical notion of symmetric space based on $\Z_2$-grading of Lie algebras. In our case, we consider homogeneous spaces $G/H$ such that the Lie algebra $\g$ of $G$…
We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…
We study the mean diagonal overlap of left and right eigenvectors associated with complex eigenvalues in $N\times N$ non-Hermitian random Gaussian matrices. In well known works by Chalker and Mehlig the expectation of this (self-)overlap…
We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…
Toral automorphisms, represented by unimodular integer matrices, are investigated with respect to their symmetries and reversing symmetries. We characterize the symmetry groups of GL(n,Z) matrices with simple spectrum through their…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
We extensively explore the connections between time-like entanglement and non-hermitian density matrices in quantum many-body systems. We classify setups where we encounter non-hermitian density matrices into two types: one is due to causal…
Classical random matrix ensembles were originally introduced in physics to approximate quantum many-particle nuclear interactions. However, there exists a plethora of quantum systems whose dynamics is explained in terms of few-particle…
The real Ginibre ensemble refers to the family of $n\times n$ matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result is that the appropriately scaled spectral radius converges…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…