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Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

Superbosonization formula aims at rigorously calculating fermionic integrals via employing supersymmetry. We derive such a supermatrix representation of superfield integrals and specify integration contours for the supermatrices. The…

Disordered Systems and Neural Networks · Physics 2017-08-25 Tigran A. Sedrakyan , Konstantin B. Efetov

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…

Statistical Mechanics · Physics 2007-11-15 Hans-Jürgen Sommers

Bernstein polynomials, long a staple of approximation theory and computational geometry, have also increasingly become of interest in finite element methods. Many fundamental problems in interpolation and approximation give rise to…

Numerical Analysis · Mathematics 2020-05-08 Larry Allen , Robert C. Kirby

Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…

Mathematical Physics · Physics 2026-04-09 Gernot Akemann , Georg Angermann , Mario Kieburg , Adrian Padellaro

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

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…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We prove ergodicity of unitary random-matrix theories by showing that the autocorrelation function with respect to energy or magnetic field strength of any observable vanishes asymptotically. We do so using Efetov's supersymmetry method, a…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Z. Pluhar , H. A. Weidenmueller

It is generally accepted that statistics of energy levels in closed chaotic quantum systems is adequately described by the theory of Random Hermitian Matrices. Much less is known about properties of "resonances" - generic features of open…

chao-dyn · Physics 2007-05-23 Yan V. Fyodorov

We provide transformation matrices for arbitrary Lorentz transformations of multidimensional Hermite functions in any dimension. These serve as a valuable tool for analyzing spacetime properties of MHS fields, and aid in the description of…

High Energy Physics - Theory · Physics 2024-05-02 Maro Cvitan , Predrag Dominis Prester , Stefano Giaccari , Mateo Paulišić , Ivan Vuković

Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…

Optimization and Control · Mathematics 2015-07-23 D. Drusvyatskiy , C. Kempton

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

Condensed Matter · Physics 2008-02-03 V. Freilikher , E. Kanzieper , I. Yurkevich

In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…

Mathematical Physics · Physics 2014-10-14 Vural Kaymak , Mario Kieburg , Thomas Guhr

The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…

Mathematical Physics · Physics 2023-04-18 Sho Matsumoto , Colin McSwiggen

We compute the orbital magnetization in real materials by evaluating a recently discovered formula for periodic systems, within density functional theory. We obtain improved values of the orbital magnetization in the ferromagnetic metals…

Materials Science · Physics 2010-02-19 Davide Ceresoli , Uwe Gerstmann , Ari P. Seitsonen , Francesco Mauri

A parameterization of the density operator, a coherence vector representation, which uses a basis of orthogonal, traceless, Hermitian matrices is discussed. Using this parameterization we find the region of permissible vectors which…

Quantum Physics · Physics 2009-11-10 Mark S. Byrd , Navin Khaneja

We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan