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We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…

Probability · Mathematics 2019-03-27 Tom Claeys , Arno B. J. Kuijlaars , Karl Liechty , Dong Wang

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

In this paper we carry out Quantum Monte Carlo simulations of a quantum particle in a one-dimensional random potential (plus a fixed harmonic potential) at a finite temperature. This is the simplest model of an interface in a disordered…

Disordered Systems and Neural Networks · Physics 2009-10-28 Hsuan-Yi Chen , Yadin Y. Goldschmidt

We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…

Probability · Mathematics 2019-10-10 Yacin Ameur , Nam-Gyu Kang , Nikolai Makarov , Aron Wennman

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

Condensed Matter · Physics 2009-10-22 M. M. Fogler , B. I. Shklovskii

For an $n\times n$ Laplacian random matrix $L$ with Gaussian entries it is proven that the fluctuations of the largest eigenvalue and the largest diagonal entry of $L/\sqrt{n-1}$ are Gumbel. We first establish suitable non-asymptotic…

Probability · Mathematics 2021-01-22 Santiago Arenas-Velilla , Victor Pérez-Abreu

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

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

In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…

Probability · Mathematics 2016-10-07 Indrajit Jana , Koushik Saha , Alexander Soshnikov

Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…

Statistics Theory · Mathematics 2012-09-28 Piero Barone

The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one…

Probability · Mathematics 2015-06-26 Delphine Féral , Sandrine Péché

We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…

Mathematical Physics · Physics 2013-12-03 Roman Riser

We study the statistical behaviour of quantum entanglement in bipartite systems over fermionic Gaussian states as measured by von Neumann entropy. The formulas of average von Neumann entropy with and without particle number constrains have…

Mathematical Physics · Physics 2023-10-31 Youyi Huang , Lu Wei

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

Quantum fluctuations are the origin of genuine quantum many-body effects, and can be neglected in classical mean-field phenomena. Here we report on the observation of stable quantum droplets containing $\sim$ 800 atoms which are expected to…

Quantum Gases · Physics 2016-05-25 Igor Ferrier-Barbut , Holger Kadau , Matthias Schmitt , Matthias Wenzel , Tilman Pfau

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Mathematical Physics · Physics 2016-02-17 Seung-Yeop Lee , Roman Riser

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

Mathematical Physics · Physics 2008-03-06 N. Orantin

We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…

Probability · Mathematics 2019-04-22 Hong Chang Ji , Ji Oon Lee

The power spectrum of quantum fluctuations of the electromagnetic field produced by an elementary particle is determined. It is found that in a wide range of practically important frequencies the power spectrum of fluctuations exhibits an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Kirill A. Kazakov
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