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We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…

Mathematical Physics · Physics 2007-05-23 Eduardo Duenez

The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N,…

Probability · Mathematics 2012-09-12 Camille Male

We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using…

Mathematical Physics · Physics 2017-01-12 Kevin Truong , Alexander Ossipov

We consider certain large random matrices, called random inner-product kernel matrices, which are essentially given by a nonlinear function $f$ applied entrywise to a sample-covariance matrix, $f(X^TX)$, where $X \in \mathbb{R}^{d \times…

Probability · Mathematics 2023-10-30 Sofiia Dubova , Yue M. Lu , Benjamin McKenna , Horng-Tzer Yau

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

We use ab initio electronic-structure methods to investigate random-matrix theory (RMT) universality in molecular electronic structure. Using single-reference electronic structure methods, including Hartree-Fock, configuration-interaction…

Strongly Correlated Electrons · Physics 2026-02-26 Zhen Tao , Victor Galitski

The Heisenberg group, here denoted $H$, is the group of all $3\times 3$ upper unitriangular matrices with entries in the ring $\mathbb{Z}$ of integers. A.G. Myasnikov posed the question of whether or not the universal theory of $H$, in the…

Group Theory · Mathematics 2024-02-14 Anthony M. Gaglione , Dennis Spellman

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , Hans-Juergen Sommers

A unified framework sheltering the type-I Dirac seesaw, based on the $\Delta(27) \times Z_7 \times Z_{5} \times Z_4 \times Z_3$ symmetry, is proposed, preserving the naturalness of Yukawa couplings. It helps to visualize mass matrices…

High Energy Physics - Phenomenology · Physics 2025-06-23 Pralay Chakraborty , Subhankar Roy

Let $G$ be a simple and simply connected algebraic group over an algebraically closed field $\Bbbk$ of characteristic $p>0$. Assume that $p$ is good for the root system of $G$ and that the covering map $G_{sc} \rightarrow G$ is separable.…

Group Theory · Mathematics 2017-08-15 Paul Sobaje

Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…

Mathematical Physics · Physics 2012-02-27 Andrzej Jarosz

Products of $M$ i.i.d. random matrices of size $N \times N$ are related to classical limit theorems in probability theory ($N=1$ and large $M$), to Lyapunov exponents in dynamical systems (finite $N$ and large $M$), and to universality in…

Probability · Mathematics 2022-12-19 Dang-Zheng Liu , Dong Wang , Yanhui Wang

We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…

Probability · Mathematics 2026-05-01 Zoe Himwich

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

Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…

Probability · Mathematics 2010-01-11 Paul Bourgade , Ashkan Nikeghbali , Alain Rouault

We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…

Other Condensed Matter · Physics 2009-11-11 K. A. Muttalib , J. R. Klauder

We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…

Probability · Mathematics 2021-12-30 Vadim Gorin , Victor Kleptsyn

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Probability · Mathematics 2020-03-24 Benjamin Landon , Patrick Lopatto , Jake Marcinek

Weyl's unitary matrices, which were introduced in Weyl's 1927 paper on group theory and quantum mechanics, are $p\times p$ unitary matrices given by the diagonal matrix whose entries are the $p$-th roots of unity and the cyclic shift…

Operator Algebras · Mathematics 2021-01-05 Douglas Farenick , Oluwatobi Ruth Ojo , Sarah Plosker

We study the Gaussian Unitary Ensemble (GUE) using noncommutative geometry and the homological framework of the Batalin-Vilkovisky (BV) formalism. Coefficients of the correlation functions in the GUE with respect to the rank $N$ are…

Mathematical Physics · Physics 2022-06-10 Owen Gwilliam , Alastair Hamilton , Mahmoud Zeinalian
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