Related papers: Random Hierarchical Matrices: Spectral Properties …
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
We study the time dynamics of random density matrices generated by evolving the same pure state using a Gaussian orthogonal ensemble (GOE) of Hamiltonians. We show that the spectral statistics of the resulting mixed state is well described…
A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
We have computed the spectral number variances of an extended random matrix ensemble predicted by Guhr's supersymmetry formula, showing a non-monotone increase of the curves that arises from an "overshoot" of the two-level correlation…
We consider a particular example of interplay between statistical models related to CFT on one hand, and to the spectral properties of ODE, known as ODE/IS correspondence, on the other hand. We focus at the representation of wave functions…
We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…
Complex quantum systems consisting of large numbers of strongly coupled states exhibit characteristic level repulsion, leading to a non-Poisson spacing distribution which can be described by Random Matrix Theory. Scattering resonances…
We study the spectral properties of sparse random graphs with different topologies and type of interactions, and their implications on the stability of complex systems, with particular attention to ecosystems. Specifically, we focus on the…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…
We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…
We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…
We investigate the {\em survival-return} probability distribution and the eigenspectrum for the transition probability matrix, for diffusion in the presence of perfectly absorbing traps distributed with critical disorder in two and three…
Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…
We prove that the local eigenvalue statistics for $d=1$ random band matrices with fixed bandwidth and, for example, Gaussian entries, is given by a Poisson point process and we identify the intensity of the process. The proof relies on an…
Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…
Let f:=(f^1,\...,f^n) be a sparse random polynomial system. This means that each f^i has fixed support (list of possibly non-zero coefficients) and each coefficient has a Gaussian probability distribution of arbitrary variance. We express…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
We investigate the statistical properties of the complexness parameter which characterizes uniquely complexness (biorthogonality) of resonance eigenstates of open chaotic systems. Specifying to the regime of isolated resonances, we apply…