Related papers: Non-Hermitean Wishart random matrices (I)
We provide a compact exact representation for the distribution of the matrix elements of the Wishart-type random matrices $A^\dagger A$, for any finite number of rows and columns of $A$, without any large N approximations. In particular we…
We describe analytical and numerical results on the statistical properties of complex eigenvalues and the corresponding non-orthogonal eigenvectors for non-Hermitian random matrices modeling one-channel quantum-chaotic scattering in systems…
We generalize classical results in spectral graph theory and linear algebra more broadly, from the case where the underlying matrix is Hermitian to the case where it is non-Hermitian. New admissibility conditions are introduced to replace…
We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the…
We introduce a nonsymmetric real matrix which contains all the information that the usual Hermitian density matrix does, and which has exactly the same tensor product structure. The properties of this matrix are analyzed in detail in the…
We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…
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…
We find the lattice spacing dependence of the eigenvalue density of the non-Hermitian Wilson Dirac operator in the $\epsilon$-domain. The starting point is the joint probability density of the corresponding random matrix theory. In addition…
This paper focuses on the non-asymptotic concentration of the heteroskedastic Wishart-type matrices. Suppose $Z$ is a $p_1$-by-$p_2$ random matrix and $Z_{ij} \sim N(0,\sigma_{ij}^2)$ independently, we prove the expected spectral norm of…
We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…
We present an evaluation of some recent attempts at understanding the role of pseudo-Hermitian and PT-symmetric Hamiltonians in modeling unitary quantum systems and elaborate on a particular physical phenomenon whose discovery originated in…
Eigenspectra that fill regions in the complex plane have been intriguing to many, inspiring research from random matrix theory to esoteric semi-infinite bounded non-Hermitian lattices. In this work, we propose a simple and robust ansatz for…
The energy spectra of two different quantum systems are paired through supersymmetric algorithms. One of the systems is Hermitian and the other is characterized by a complex-valued potential, both of them with only real eigenvalues in their…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
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…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
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…
In this paper we consider density matrices operator related to non-Hermitian Hamiltonians. In particular, we analyse two natural extensions of what is usually called a density matrix operator (DM), of pure states and of the entropy…