Related papers: A random matrix decimation procedure relating $\be…
When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…
It is conjectured that a class of n-fold integral transformations {I(alpha)|alpha in {C}} forms a mutually commutative family, namely, we have I(alpha) I(beta)=I(beta) I(alpha) for all alpha, beta in {C}. The commutativity of I(alpha) for…
We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…
We consider classical shadows of fermion wavefunctions with $\eta$ particles occupying $n$ modes. We prove that all $k$-Reduced Density Matrices (RDMs) may be simultaneously estimated to an average variance of $\epsilon^{2}$ using at most…
This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
This paper details an observation that for more primitive organisms, such as some yeasts, the statistical distribution of the origins of replication sometimes looks remarkably like the distribution of eigenvalues from the Circular…
Let $\theta_1,\ldots,\theta_n$ be random variables from Dyson's circular $\beta$-ensemble with probability density function $\operatorname {Const}\cdot\prod_{1\leq j<k\leq n}|e^{i\theta_j}-e^{i\theta _k}|^{\beta}$. For each $n\geq2$ and…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…
The Jacobi ensemble is one of the classical ensembles of random matrix theory. Prominent in applications are properties of the eigenvalues at the spectrum edge, specifically the distribution of the largest (e.g. Roy's largest root test in…
We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…
The distributions of the spacing s between nearest-neighbor levels of unfolded spectra of random matrices from the beta-Hermite ensemble (beta-HE) is investigated by Monte Carlo simulations. The random matrices from the beta-HE are…
We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…
We consider the reduced density matrix $\rho_{A}^{(m)}$ of a bipartite system $AB$ of dimensionality $mn$ in a Gaussian ensemble of random, complex pure states of the composite system. For a given dimensionality $m$ of the subsystem $A$,…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
If $A$ is an $n\times n$ matrix whose $n$ eigenvalues are ordered in terms of decreasing modules, $|\lambda_1 | \geq |\lambda_2| \geq ... |\lambda_n|$, it is often of interest to estimate $\frac{|\lambda_2|}{|\lambda_1|}$. If $A$ is a row…