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Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón

Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17], [BSZ18a], [BSZ18b]), interesting connections have been…

Probability · Mathematics 2025-10-20 Fabrice Gamboa , Jan Nagel , Alain Rouault

We compute the uniform probability that finitely many polynomials over a finite field are pairwise coprime and compare the result with the formula one gets using the natural density as probability measure. It will turn out that the formulas…

Dynamical Systems · Mathematics 2017-11-09 Julia Lieb

The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…

Probability · Mathematics 2013-09-16 Elizabeth S. Meckes , Mark W. Meckes

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…

Rings and Algebras · Mathematics 2022-03-16 Harry Yserentant

We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…

Probability · Mathematics 2020-07-31 Bartłomiej Polaczyk

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…

Probability · Mathematics 2020-07-28 Egor Kosov

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

Probability · Mathematics 2015-04-16 Laszlo Erdos , Kevin Schnelli

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

Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…

Probability · Mathematics 2014-04-17 Piero Barone

In this paper we study a random matrix model with the chiral and flavor structure of the QCD Dirac operator and a temperature dependence given by the lowest Matsubara frequency. Using the supersymmetric method for random matrix theory, we…

High Energy Physics - Phenomenology · Physics 2009-10-28 A. D. Jackson , M. K. Şener , J. J. M. Verbaarschot

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

Disordered Systems and Neural Networks · Physics 2009-11-13 Reimer Kuehn

The unitary evolution maps in closed chaotic quantum graphs are known to have universal spectral correlations, as predicted by random matrix theory. In chaotic graphs with absorption the quantum maps become non-unitary. We show that their…

Chaotic Dynamics · Physics 2013-08-13 Boris Gutkin , Vladimir Al. Osipov

We consider uniform random permutations in proper substitution-closed classes and study their limiting behavior in the sense of permutons. The limit depends on the generating series of the simple permutations in the class. Under a mild…

We discuss spectral correlations in coarse-grained chaotic two-dimensional CFTs with large central charge. We study a partition function describing the dense part of the spectrum of primary states in a way that disentangles the chaotic…

High Energy Physics - Theory · Physics 2023-10-05 Felix M. Haehl , Charles Marteau , Wyatt Reeves , Moshe Rozali