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Related papers: Conformal Universality in Normal Matrix Ensembles

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We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its $k$-point correlation function in the bulk away from the real line converges to a universal…

Probability · Mathematics 2024-04-29 Sofiia Dubova , Kevin Yang

We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n}M^* M$ where $M$ is a large $p\times n$ matrix obeying condition $\bf{C1}$. In particular, as an application, we prove a variant of universality…

Probability · Mathematics 2012-05-27 Ke Wang

We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…

Mathematical Physics · Physics 2015-05-18 M. Shcherbina

Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…

High Energy Physics - Theory · Physics 2009-10-31 K. Splittorff

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…

Statistical Mechanics · Physics 2009-10-28 Gary Oas

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. B. Hastings

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

We investigate the spectral statistics of Hermitian matrices in which the elements are chosen uniformly from U (1), called the uni-modular ensemble (UME), in the limit of large matrix size. Using three complimentary methods; a…

Mathematical Physics · Physics 2017-09-13 Christopher H. Joyner , Uzy Smilansky , Hans A. Weidenmüller

We study random-matrix ensembles with a non-Gaussian probability distribution $P(H) \sim \exp (-N {\rm tr }\, V(H))$ where $N$ is the dimension of the matrix $H$ and $V(H)$ is independent of $N$. Using Efetov's supersymmetry formalism, we…

Condensed Matter · Physics 2009-10-22 G. Hackenbroich , H. A. Weidenmueller

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

Mathematical Physics · Physics 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

Probability · Mathematics 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…

Disordered Systems and Neural Networks · Physics 2024-03-05 Mohd. Gayas Ansari , Pragya Shukla

Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…

Combinatorics · Mathematics 2007-05-23 Peter J. Forrester , Alex Gamburd

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

We prove the edge and bulk universality of random Hermitian matrices with equi-spaced external source. One feature of our method is that we use neither a Christoffel-Darboux type formula, nor a double-contour formula, which are standard…

Probability · Mathematics 2022-06-02 Tom Claeys , Dong Wang

The extreme eigenvalues of connectivity matrices govern the influence of the network structure on a number of network dynamical processes. A fundamental open question is whether the eigenvalues of large networks are well represented by…

Statistical Mechanics · Physics 2011-11-09 Dong-Hee Kim , Adilson E. Motter

The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into…

High Energy Physics - Theory · Physics 2009-10-30 Gernot Akemann

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

Probability · Mathematics 2018-03-01 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Probability · Mathematics 2016-06-22 Rowan Killip , Rostyslav Kozhan