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We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…

Condensed Matter · Physics 2009-10-31 Luis Benet , Thomas Rupp , Hans A. Weidenmueller

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

Probability · Mathematics 2015-02-27 Alan Edelman , Michael La Croix

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

Probability · Mathematics 2016-02-22 Paulo Manrique , Victor Pérez-Abreu , Rahul Roy

This paper proves universality of the distribution of the smallest and largest gaps between eigenvalues of generalized Wigner matrices, under some smoothness assumption for the density of the entries. The proof relies on the Erd{\H…

Probability · Mathematics 2020-07-03 Paul Bourgade

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…

Mathematical Physics · Physics 2025-09-12 Thomas Bothner , Toby Shepherd

Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…

Quantum Physics · Physics 2009-11-10 Zafar Ahmed

We consider a Hamiltonian $ H = H_0+ V $, in which $ H_0$ is a given non-random Hermitian matrix,and $V$ is an $N \times N$ Hermitian random matrix with a Gaussian probability distribution.We had shown before that Dyson's universality of…

Statistical Mechanics · Physics 2009-10-31 E. Brezin , S. Hikami

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 Laszlo Erdos

We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…

Probability · Mathematics 2015-01-27 Mohamed Bouali

Higher-order spacing ratios are investigated analytically using a Wigner-like surmise for Gaussian ensembles of random matrices. For $k$-th order spacing ratio $(r^{(k)}$, $k>1)$ the matrix of dimension $2k+1$ is considered. A universal…

Mathematical Physics · Physics 2023-02-24 Udaysinh T. Bhosale

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

Mathematical Physics · Physics 2009-05-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

Motivated by the general matrix deviation inequality for i.i.d ensemble Gaussian matrix, we study its universality property. As a starting point for this problem, we show that this property holds for $\ell_{p}$-norm with $1\leq p< \infty$…

Probability · Mathematics 2023-02-28 Te-Chun Wang , Yuan-Chung Sheu

Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…

Probability · Mathematics 2015-06-26 Jonas Gustavsson

The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…

Disordered Systems and Neural Networks · Physics 2020-08-05 Wen-Jia Rao

We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in…

Probability · Mathematics 2015-04-17 Paul Bourgade , Laszlo Erdos , Hong-Tzer Yau , Jun Yin

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…

Mathematical Physics · Physics 2019-10-09 Mariya Shcherbina , Tatyana Shcherbina

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