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Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

In this paper we discuss some relations between the eigenvalues and the diagonal entries of Hermitian matrices.

Combinatorics · Mathematics 2022-05-06 Rajendra Bhatia , Rajesh Sharma

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

The complicated interactions in presence of disorder lead to a correlated randomization of states. The Hamiltonian as a result behaves like a multi-parametric random matrix with correlated elements. We show that the eigenvalue correlations…

Disordered Systems and Neural Networks · Physics 2009-11-10 Pragya Shukla

In this paper we investigate regular patterns of matrix elements of the nuclear shell model Hamiltonian $H$, by sorting the diagonal matrix elements from the smaller to larger values. By using simple plots of non-zero matrix elements and…

Nuclear Theory · Physics 2014-11-21 J. J. Shen , Y. M. Zhao , A. Arima

Matrix elements of a two-body interaction between states of the jn configutation (n identical nucleons in the j-orbit) are functions of two-body energies. In some cases, diagonal matrix elements are linear combinations of two-body energies.…

Nuclear Theory · Physics 2010-03-01 Igal Talmi

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this…

Statistical Mechanics · Physics 2017-01-26 Soham Biswas , Francois Leyvraz , Paulino Monroy Castillero , Thomas H Seligman

It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…

Statistical Mechanics · Physics 2025-11-11 Kirone Mallick , Gabriel Téllez , Frédéric van Wijland

We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…

Mesoscale and Nanoscale Physics · Physics 2008-11-26 Bertrand Eynard

One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the…

Numerical Analysis · Computer Science 2009-10-29 Matthias Petschow , Edoardo Di Napoli , Paolo Bientinesi

We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we derive lower bounds for the largest eigenvalue and the…

Mathematical Physics · Physics 2021-08-25 Yuriy Stepanov , Hendrik Herrmann , Thomas Guhr

Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…

Statistical Mechanics · Physics 2010-01-15 Z. Burda , A. Goerlich , A. Jarosz , J. Jurkiewicz

The diagonalization of matrices may be the top priority in the application of modern physics. In this paper, we numerically demonstrate that, for real symmetric random matrices with non-positive off-diagonal elements, a universal scaling…

Quantum Physics · Physics 2020-11-06 Wei Pan , Jing Wang , Deyan Sun

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized…

Condensed Matter · Physics 2009-10-22 Kasper Eriksen , Yang Chen

We suggest that low-lying eigenvalues of realistic quantum many-body hamiltonians, given, as in the nuclear shell model, by large matrices, can be calculated, instead of the full diagonalization, by the diagonalization of small truncated…

Nuclear Theory · Physics 2009-10-31 Mihai Horoi , Alexander Volya , Vladimir Zelevinsky

{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

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

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

Probability · Mathematics 2015-03-13 Olga Friesen , Matthias Löwe

The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…

Analysis of PDEs · Mathematics 2026-02-09 Valentin Pesce

We consider path-connected sets of matrices and the induced paths between eigenvalues. We discuss the equivalence relation generated by these paths, and how it relates to the presence of higher multiplicity eigenvalues realized by the set.…

Mathematical Physics · Physics 2020-10-01 Alex Kokot , Charles Johnson
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