Related papers: Random matrix ensembles associated with Lax matric…
We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…
The concept of structural invariance previously introduced by the authors is used to argue that the connection between random matrix theory and quantum systems with a chaotic classical counterpart is in fact largely exact in the…
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…
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…
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change…
We define a random commuting $d$-tuple of $n$-by-$n$ matrices to be a random variable that takes values in the set of commuting $d$-tuples and has a distribution that is a rapidly decaying continuous weight on this algebraic set. In the…
Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…
We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…
We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…
A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
Over the past decades, a great body of theoretical and mathematical work has been devoted to random-matrix descriptions of open quantum systems. In these notes, based on lectures delivered at the Les Houches Summer School "Stochastic…
For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…
Equiangular Algorithm generates a set of equiangular normalized vectors with given angle {\theta} using a set of linearly independence vectors in a real inner product space, which span the same subspaces. The outcome of EA on column vectors…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
Mutualistic networks are used to study the structure and processes inherent to mutualistic relationships. In this paper, we introduce a random matrix ensemble (RME) representing the adjacency matrices of mutualistic networks composed by two…
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…
We study a new random matrix ensemble $X$ which is constructed by an application of a two dimensional linear filter to a matrix of iid random variables with infinite fourth moments. Our result gives asymptotic lower and upper bounds for the…