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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

We consider a generalization of the Ewens measure for the symmetric group, calculating moments of the characteristic polynomial and similar multiplicative statistics. In addition, we study the asymptotic behavior of linear statistics (such…

Probability · Mathematics 2013-03-14 Christopher Hughes , Joseph Najnudel , Ashkan Nikeghbali , Dirk Zeindler

We present a survey of recent results concerning a remarkable class of unitary matrices, the CMV matrices. We are particularly interested in the role they play in the theory of random matrices and integrable systems. Throughout the paper we…

Mathematical Physics · Physics 2009-11-11 Irina Nenciu

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…

Quantum Physics · Physics 2026-04-28 Mario Kieburg

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Statistical Mechanics · Physics 2025-12-03 Lucas G. B. de Souza , M. G. E. da Luz , E. P. Raposo , Evaldo M. F. Curado , G. M. Viswanathan

We call a random point measure infinitely ramified if for every $n\in \mathbb N$, it has the same distribution as the $n$-th generation of some branching random walk. On the other hand, branching L\'evy processes model the evolution of a…

Probability · Mathematics 2019-05-21 Jean Bertoin , Bastien Mallein

We propose a convex variational approach to compute localized density matrices for both zero temperature and finite temperature cases, by adding an entry-wise $\ell_1$ regularization to the free energy of the quantum system. Based on the…

Numerical Analysis · Mathematics 2016-05-04 Rongjie Lai , Jianfeng Lu

We solve an adaptive search model where a random walker or L\'evy flight stochastically resets to previously visited sites on a $d$-dimensional lattice containing one trapping site. Due to reinforcement, a phase transition occurs when the…

Statistical Mechanics · Physics 2017-10-11 Andrea Falcón-Cortés , Denis Boyer , Luca Giuggioli , Satya N. Majumdar

Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…

Disordered Systems and Neural Networks · Physics 2023-06-27 Pawat Akara-pipattana , Oleg Evnin

Consider any random graph model where potential edges appear independently, with possibly different probabilities, and assume that the minimum expected degree is omega(ln n). We prove that the adjacency matrix and the Laplacian of that…

Combinatorics · Mathematics 2010-02-10 Roberto Imbuzeiro Oliveira

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

We consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…

Probability · Mathematics 2015-01-23 Kristina Schubert

In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…

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

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

In the past we have considered Gaussian random matrix ensembles in the presence of an external matrix source. The reason was that it allowed, through an appropriate tuning of the eigenvalues of the source, to obtain results on non-trivial…

High Energy Physics - Theory · Physics 2018-09-26 E. Brezin , S. Hikami

Using the supersymmetry technique, we study the localization-delocalization transition in quasi-one-dimensional non-Hermitian systems with a direction. In contrast to chains, our model captures the diffusive character of carriers' motion at…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. V. Kolesnikov , K. B. Efetov

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

We consider a general class of $n\times n$ random band matrices with bandwidth $W$. When $W^2\ll n$, we prove that with high probability the eigenvectors of such matrices are localized and decay exponentially at the sharp scale $W^2$.…

Probability · Mathematics 2025-08-29 Reuben Drogin

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Statistical Mechanics · Physics 2015-06-24 M. Bauer , O. Golinelli

The statistical distribution of levels of an integrable system is claimed to be a Poisson distribution. In this paper, we numerically generate an ensemble of N dimensional random diagonal matrices as a model for regular systems. We evaluate…

Exactly Solvable and Integrable Systems · Physics 2011-09-27 A. A. Abul-Magd , A. Y. Abul-Magd
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