Related papers: Random matrix representations of critical statisti…
For symmetric random matrices with correlated entries, which are functions of independent random variables, we show that the asymptotic behavior of the empirical eigenvalue distribution can be obtained by analyzing a Gaussian matrix with…
We illustrate a general method for calculating spectral statistics that combines the universal (Random Matrix Theory limit) and the non-universal (trace-formula-related) contributions by giving a heuristic derivation of the three-point…
A central problem in data analysis is the low dimensional representation of high dimensional data, and the concise description of its underlying geometry and density. In the analysis of large scale simulations of complex dynamical systems,…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…
An ensemble of 2 x 2 pseudo-Hermitian random matrices is constructed that possesses real eigenvalues with level-spacing distribution exactly as for the Gaussian Unitary Ensemble found by Wigner. By a re-interpretation of Connes' spectral…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
The ground-state properties of one-dimensional 3He are studied using quantum Monte Carlo methods. The equation of state is calculated in a wide range of physically relevant densities and is well reproduced by a power-series fit. The…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
Hamiltonian tridiagonal matrices characterized by multi-fractal spectral measures in the family of Iterated Function Systems can be constructed by a recursive technique here described. We prove that these Hamiltonians are almost-periodic.…
We study statistical properties of the ensemble of large $N\times N$ random matrices whose entries $ H_{ij}$ decrease in a power-law fashion $H_{ij}\sim|i-j|^{-\alpha}$. Mapping the problem onto a nonlinear $\sigma-$model with non-local…
We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…
A Lorentz invariant statistical model is presented for rotational fluctuations in the local inertial frame that arise from new quantum degrees of freedom of space-time. The model assumes invariant classical causal structure, and a Planck…
In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…
Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…
Motivated by the importance ascribed to correlations in random matrices used to model phenomena in various scientific disciplines, we report how algebraic correlations between matrix elements affect the eigenvalue statistics and spectral…
We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…
The main purpose of these lectures is to discuss briefly recent methods of calculation of statistical properties of quantum eigenvalues for chaotic systems based on semi-classical trace formulas. Under the assumption that periodic orbit…
We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…