Related papers: Truncations of Random Orthogonal Matrices
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…
The study of eigenvalue distributions in random matrix theory is often conducted by analyzing the resolvent matrix $ \mathbf{G}_{\mathbf{M}}^N(z) = (z \mathbf{1} - \mathbf{M})^{-1} $. The normalized trace of the resolvent, known as the…
The probability that all eigenvalues of a product of $m$ independent $N \times N$ sub-blocks of a Haar distributed random real orthogonal matrix of size $(L_i+N) \times (L_i+N)$, $(i=1,\dots,m)$ are real is calculated as a multi-dimensional…
By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…
We use supersymmetry to calculate exact spectral densities for a class of complex random matrix models having the form $M=S+LXR$, where $X$ is a random noise part $X$ and $S,L,R$ are fixed structure parts. This is a certain version of the…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
Applying the replica method of statistical mechanics, we evaluate the eigenvalue density of the large random matrix (sample covariance matrix) of the form $J = A^{\rm T} A$, where $A$ is an $M \times N$ real sparse random matrix. The…
Nowadays, strict finite size effects must be taken into account in condensed matter problems when treated through models based on lattices or graphs. On the other hand, the cases of directed bonds or links are known as highly relevant, in…
Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
In hep-th/0111281 the complete set of eigenvectors and eigenvalues of Neumann matrices was found. It was shown also that the spectral density contains a divergent constant piece that being regulated by truncation at level L equals (log…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…
Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…
We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…
A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…
We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…