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We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev , Thomas Kriecherbauer , Maarten Vanlessen

The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…

Mathematical Physics · Physics 2018-03-14 Mariya Shcherbina , Tatyana Shcherbina

We extend recent results on the Asymptotic Equipartition Property for the density of $n$ particles in $\beta$-ensembles, as $n$ tends to infinity. We prove the Large Deviation Principle of the log-density for a general potential and the…

Probability · Mathematics 2018-03-14 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…

Mathematical Physics · Physics 2023-03-14 Thomas Bothner , Alex Little

We consider the joint distribution of eigenvalue clusters of the Wigner ensemble separated by macroscopic distances (i.e., on the same scale as the difference between the edges of the semicircle law). We prove that under an averaging…

Probability · Mathematics 2011-10-05 Yunjiang Jiang

We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} =…

Probability · Mathematics 2010-07-01 Laszlo Erdos , Jose Ramirez , Benjamin Schlein , Terence Tao , Van Vu , Horng-Tzer Yau

We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…

Mathematical Physics · Physics 2011-03-15 Anna Maltsev , Benjamin Schlein

The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…

Probability · Mathematics 2019-07-25 Jiaoyang Huang

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

Probability · Mathematics 2022-08-23 Sung-Soo Byun , Markus Ebke

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

Relaxed quantum systems with conservation laws are believed to be approximated by the Generalized Gibbs Ensemble (GGE), which incorporates the constraints of certain conserved quantities serving as integrals of motion. By drawing an analogy…

Statistical Mechanics · Physics 2025-12-09 Hao Chen , Biao Lian

The Semi-Analytical Finite Element (SAFE) method is widely used for computing guided wave dispersion curves in waveguides of arbitrary cross-section. Accurate mode tracking across consecutive wavenumber steps remains challenging,…

Numerical Analysis · Mathematics 2026-03-16 Dong Xiao , Zahra Sharif-Khodaei , M. H. Aliabadi

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…

Mathematical Physics · Physics 2015-05-27 Tatyana Shcherbina

In the freezing regime where the system size N is fixed and the inverse temperature beta tends to infinity, the eigenvalues of Gaussian beta ensembles converge to zeros of the Nth Hermite polynomial. That law of large numbers has been…

Probability · Mathematics 2026-03-03 Fumihiko Nakano , Khanh Duy Trinh , Ziteng Wang

A possibly fruitful extension of conventional random matrix ensembles is proposed by imposing symmetry constraints on conventional Hermitian matrices or parity-time- (PT-) symmetric matrices. To illustrate the main idea, we first study 2*2…

Quantum Physics · Physics 2015-06-04 Jiangbin Gong , Qing-hai Wang

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

Probability · Mathematics 2011-04-08 Kurt Johansson

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

Probability · Mathematics 2010-06-01 Folkmar Bornemann

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

Mathematical Physics · Physics 2007-05-23 Percy Deift , Dimitri Gioev

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Mehlig , M. Santer