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We prove the universality of correlation functions of chiral unitary and unitary ensembles of random matrices in the microscopic limit. The essence of the proof consists in reducing the three-term recursion relation for the relevant…

High Energy Physics - Theory · Physics 2011-03-31 G. Akemann , P. H. Damgaard , U. Magnea , S. Nishigaki

The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, poses serious challenges for analytical calculations. Often…

Mathematical Physics · Physics 2018-08-08 Tim Wirtz , Mario Kieburg , Thomas Guhr

We develop an efficient technique to compute anomalies in supersymmetric theories by combining the so-called nonlocal regularization method and superspace techniques. To illustrate the method we apply it to a four dimensional toy model with…

High Energy Physics - Theory · Physics 2016-08-24 Friedemann Brandt , Jordi París

A supereigenvalue model with purely positive bosonic eigenvalues is presented and solved by considering its superloop equations. This model represents the supersymmetric generalization of the complex one matrix model, in analogy to the…

High Energy Physics - Theory · Physics 2011-07-19 Gernot Akemann , Jan C. Plefka

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

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

We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…

Probability · Mathematics 2025-11-12 Dang-Zheng Liu , Guangyi Zou

We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…

Statistics Theory · Mathematics 2018-09-24 Adityanand Guntuboyina , Hannes Leeb

The microscopic correlation functions of non-chiral random matrix models with complex eigenvalues are analyzed for a wide class of non-Gaussian measures. In the large-N limit of weak non-Hermiticity, where N is the size of the complex…

High Energy Physics - Theory · Physics 2014-11-18 G. Akemann

There are reasons to believe that the Standard Model is only an effective theory, with new Physics lying beyond it. Supersymmetric extensions are one possibility: they address some of the Standard Model's shortcomings, such as the…

High Energy Physics - Phenomenology · Physics 2013-10-07 Renato M. Fonseca

We study the effects of an arbitrary external perturbation in the statistical properties of the S-matrix of quantum chaotic scattering systems in the limit of isolated resonances. We derive, using supersymmetry, an exact non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…

High Energy Physics - Theory · Physics 2009-11-10 J. J. M. Verbaarschot

We review the prequantization procedure in the context of super symplectic manifolds with a symplectic form which is not necessarily homogeneous. In developing the theory of non homogeneous symplectic forms, there is one surprising result:…

Mathematical Physics · Physics 2007-05-23 Gijs M. Tuynman

The unitary evolution maps in closed chaotic quantum graphs are known to have universal spectral correlations, as predicted by random matrix theory. In chaotic graphs with absorption the quantum maps become non-unitary. We show that their…

Chaotic Dynamics · Physics 2013-08-13 Boris Gutkin , Vladimir Al. Osipov

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Using the supersymmetric formalism we compute exactly at finite $N$ the expectation of the Wilson loop in the Gaussian Unitary Ensemble and derive an exact formula for the spectral density at finite $N$. We obtain the same result by a…

Mathematical Physics · Physics 2016-05-25 Razvan Gurau

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

We consider the problem of bosonizing supersymmetric quantum mechanics (SSQM) and some of its variants, i.e., of realizing them in terms of only boson-like operators without fermion-like ones. In the SSQM case, this is realized in terms of…

Mathematical Physics · Physics 2007-05-23 C. Quesne

We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…

Mathematical Physics · Physics 2015-09-16 Santosh Kumar

We calculate wide distance connected correlators in non-gaussian orthogonal, unitary and symplectic random matrix ensembles by solving the loop equation in the 1/N-expansion. The multi-level correlator is shown to be universal in large N…

Condensed Matter · Physics 2016-08-31 Chigak Itoi