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. We study the statistical properties of the eigenvalues of non-Hermitian operators assoicated with the dissipative complex systems. By considering the Gaussian ensembles of such operators, a hierarchical relation between the correlators is…

Statistical Mechanics · Physics 2024-12-11 Pragya Shukla

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

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

Determinants and symmetric functions of the eigenvalues of matrices characterizing stochastic processes with indepedent increments. Relationships with Fibonacci numbers are derived.

Rings and Algebras · Mathematics 2007-05-23 Mario Catalani

We survey the operator algebras arising as commutants modulo normed ideals of finite sets of hermitian operators and connections to perturbations of operators and noncommutative geometry.

Operator Algebras · Mathematics 2019-10-28 Dan-Virgil Voiculescu

We study Bernoulli percolations on random lattices of the half-plane obtained as local limit of uniform planar triangulations or quadrangulations. Using the characteristic spatial Markov property or peeling process of these random lattices…

Probability · Mathematics 2013-01-23 Omer Angel , Nicolas Curien

Orthogonal polynomials are of fundamental importance in many fields of mathematics and science, therefore the study of a particular family is always relevant. In this manuscript, we present a survey of some general results of the Hermite…

Numerical Analysis · Mathematics 2020-02-18 Keith Y. Patarroyo

We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…

Mathematical Physics · Physics 2013-03-13 A. Goetschy , S. E. Skipetrov

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

Mathematical Physics · Physics 2016-12-07 Tom Claeys , Manuela Girotti , Dries Stivigny

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

We study the transport and spectral properties of a non-Hermitian one-dimensional disordered lattice, the diagonal matrix elements of which are random complex variables taking both positive (loss) and negative (gain) imaginary values: Their…

Disordered Systems and Neural Networks · Physics 2021-03-16 A. F. Tzortzakakis , K. G. Makris , A. Szameit , E. N. Economou

We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…

Mathematical Physics · Physics 2017-08-14 Christophe Charlier , Tom Claeys

A form in a polynomial ring over a field is said to be homaloidal if its polar map is a Cremona map, i.e., if the rational map defined by the partial derivatives of the form has an inverse rational map. The object of this work is the search…

Commutative Algebra · Mathematics 2014-09-16 Maral Mostafazadehfard , Aron Simis

We are reinvestigating the hyperfine structure of sodium using a fully relativistic multiconfiguration approach. In the fully relativistic approach, the computational strategy somewhat differs from the original nonrelativistic counterpart…

Determinants are useful to represent the state of an interacting system of (effectively) repulsive and independent elements, like fermions in a quantum system and training samples in a learning problem. A computationally challenging problem…

Statistical Mechanics · Physics 2024-08-01 A. Ramezanpour , M. A. Rajabpour

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

Consider an $n\times n$ Hermitean matrix valued stochastic process $\{H_t\}_{t\geq 0}$ where the matrix elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian…

Probability · Mathematics 2012-04-16 Mark Adler , Eric Nordenstam , Pierre van Moerbeke

We study determinantal random point processes on a compact complex manifold X associated to an Hermitian metric on a line bundle over X and a probability measure on X. Physically, this setup describes a free fermion gas on X subject to a…

Complex Variables · Mathematics 2011-06-27 Robert J. Berman

It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…

Statistical Mechanics · Physics 2007-05-23 P. Leboeuf

We investigate the convergence towards periodic orbits in discrete dynamical systems. We examine the probability that a randomly chosen point converges to a particular neighborhood of a periodic orbit in a fixed number of iterations, and we…

Dynamical Systems · Mathematics 2014-04-21 Jesús San Martín , Mason A. Porter

The main result of this paper states that if $(N, \Pi)$ is a pair of independent point processes on a common ground space with $N$ Poisson and $\Pi$ determinantal induced by a locally trace class (not necessarily self-adjoint) correlation…

Probability · Mathematics 2017-10-27 Yanqi Qiu