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We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

The Rosenzweig-Porter random matrix ensemble serves as a qualitative phenomenological model for the level statistics and fractality of eigenstates across the many-body localization transition in static systems. We propose a unitary…

Disordered Systems and Neural Networks · Physics 2026-05-21 Wouter Buijsman , Yevgeny Bar Lev

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

We study aspects of chaos and thermodynamics at strong coupling in a scalar model using LCT numerical methods. We find that our eigenstate spectrum satisfies Wigner-Dyson statistics and that the coefficients describing eigenstates in our…

High Energy Physics - Theory · Physics 2023-02-22 Luca V. Delacretaz , A. Liam Fitzpatrick , Emanuel Katz , Matthew T. Walters

The random matrix ensembles are applied to the quantum chaotic systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We study the spectral bounds of self-adjoint operators on the Hilbert space of square-integrable functions, arising from the representation theory of the Heisenberg group. Interestingly, starting either with the von Neumann lattice or the…

Classical Analysis and ODEs · Mathematics 2025-04-28 Markus Faulhuber , Anupam Gumber , Irina Shafkulovska

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

Quantum-chaotic systems exhibit several universal properties, ranging from level repulsion in the energy spectrum to wavefunction delocalization. On the other hand, if wavefunctions are localized, the levels exhibit no level repulsion and…

Statistical Mechanics · Physics 2026-02-19 Simon Jiricek , Miroslav Hopjan , Vladimir Kravtsov , Boris Altshuler , Lev Vidmar

We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…

Probability · Mathematics 2017-01-04 Ziliang Che , Benjamin Landon

The scattering matrix approach is employed to determine a joint probability density function of reflection eigenvalues for chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Derived under…

Mesoscale and Nanoscale Physics · Physics 2012-05-17 Pedro Vidal , Eugene Kanzieper

Critical systems have always intrigued physicists and precipitated the development of new techniques. Recently, there has been renewed interest in the information contained in their classical configurations, whose computation do not require…

Statistical Mechanics · Physics 2017-01-04 Ching Hua Lee , Dai Ozaki , Hiroaki Matsueda

The properties of stable Luttinger liquid phases in models with a non-conserved number of particles are investigated. We study the Luttinger liquid phases in one-dimensional models of hard-core boson and spinless fermion chains where…

Strongly Correlated Electrons · Physics 2023-12-13 Zakaria Jouini , Natalia Chepiga , Loic Herviou , Frédéric Mila

Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $\lambda$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+\lambda)} \:(\lambda>0$). We showed that…

Disordered Systems and Neural Networks · Physics 2013-05-29 Jinmyung Choi , K. A. Muttalib

Open quantum systems have complex energy eigenvalues which are expected to follow non-Hermitian random matrix statistics when chaotic, or 2-dimensional (2d) Poisson statistics when integrable. We investigate the spectral properties of a…

Statistical Mechanics · Physics 2025-01-28 G. Akemann , F. Balducci , A. Chenu , P. Päßler , F. Roccati , R. Shir

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

Mathematical Physics · Physics 2021-05-26 Peter J. Forrester

Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 Yan. V. Fyodorov , H. -J. Sommers

Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…

Fluid Dynamics · Physics 2021-05-10 J. Friedrich , J. Peinke , A. Pumir , R. Grauer

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…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time series $(\y_n)_{n \in \mathbb{Z}}$ with independent components…

Statistics Theory · Mathematics 2021-11-24 Philippe Loubaton , Alexis Rosuel

We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…

Mathematical Physics · Physics 2018-01-18 Rostyslav Kozhan
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