Related papers: Non-Hermitean Wishart random matrices (I)
We study the density of states (DOS) for disordered systems whose spectral statistics can be described by a Gaussian ensemble of almost diagonal Hermitian random matrices. The matrices have independent random entries $ H_{i \geq j} $ with…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…
We suggest that the spectral properties near zero virtuality of three dimensional QCD, follow from a Hermitean random matrix model. The exact spectral density is derived for this family of random matrix models both for even and odd number…
We propose random non-Hermitian Hamiltonians to model the generic stochastic nonlinear dynamics of a quantum state in Hilbert space. Our approach features an underlying linearity in the dynamical equations, ensuring the applicability of…
I review how methods from mesoscopic physics can be applied to describe the multiple wave scattering and complex wave dynamics in non-hermitian PT-symmetric resonators, where an absorbing region is coupled symmetrically to an amplifying…
We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…
Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…
Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…
We study spectral properties of a non-Hermitian Hamiltonian describing a quantum particle propagating in a random imaginary scalar potential. Cast in the form of an effective field theory, we obtain an analytical expression for the ensemble…
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in…
We investigate the two-port scattering process in non-Hermitian dimer models via quantum measurements using external leads. We focus on two exemplary dimer models that preserve parity-time symmetry via spatial gain-loss balance and exhibit…
Using techniques of supersymmetric quantum mechanics, scattering properties of Hermitian Hamiltonians, which are related to non-Hermitian ones by similarity transformations, are studied. We have found that the scattering matrix of the…
Non-Hermitian Hamiltonians possessing a discrete real spectrum motivated a remarkable research activity in quantum physics and new insights have emerged. In this paper we formulate concepts of statistical thermodynamics for systems…
Unitarity is a cornerstone of quantum theory, ensuring the conservation of probability and information. Although non-Hermitian Hamiltonians are typically associated with open or dissipative systems, pseudo-Hermitian quantum mechanics shows…
In this paper, we develop spectral analysis of a discrete non-Hermitian quantum system that is a discrete counterpart of some continuous quantum systems on a complex contour. In particular, simple conditions for discreteness of the spectrum…
This paper introduces a new method to estimate the spectral distribution of a population covariance matrix from high-dimensional data. The method is founded on a meaningful generalization of the seminal Marcenko-Pastur equation, originally…
We study the transport and spectral properties of a non-Hermitian one-dimensional disordered lattice, the diagonal matrix elements of which are random complex variables taking both positive (loss) and negative (gain) imaginary values: Their…
We investigate the statistical properties of the complexness parameter which characterizes uniquely complexness (biorthogonality) of resonance eigenstates of open chaotic systems. Specifying to the regime of isolated resonances, we apply…