Related papers: On the Efetov-Wegner terms by diagonalizing a Herm…
Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…
Using diagrammatic techniques, we provide explicit functional relations between the cumulant generating functions for the biunitarily invariant ensembles in the limit of large size of matrices. The formalism allows to map two distinct areas…
Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…
A non-Hermitean random matrix model proposed a few years ago has a remarkably intricate spectrum. Various attempts have been made to understand the spectrum, but even its dimension is not known. Using the Dyson-Schmidt equation, we show…
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…
We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
In this article, we define and study a geometry and an order on the set of partitions of an even number of objects. One of the definitions involves the partition algebra, a structure of algebra on the set of such partitions depending on an…
A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…
The fermionic Gaussian operator basis provides a representation for treating strongly correlated fermion systems, as well as playing an important role in random matrix theory. We prove that a resolution of unity exists for any even…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
Nondegenerate covariance, correlation and spectral density matrices are necessarily symmetric or Hermitian and positive definite. The main contribution of this paper is the development of statistical data depths for collections of Hermitian…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…
The primary goal of this paper is to introduce and investigate generalized incomplete exponential functions with matrix parameters. Integral representation, differential formula, addition formula, multiplication formula, and recurrence…
Random orthogonal matrices play an important role in probability and statistics, arising in multivariate analysis, directional statistics, and models of physical systems, among other areas. Calculations involving random orthogonal matrices…
In the recent paper [17] the first experimental determination of the density matrix of a free electron beam has been reported. The employed method leads to a linear inverse problem with a positive semidefinite operator as unknown. The…
Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…
We show that in addition to well known Bessel, Hermite-Gauss, and Laguerre-Gauss beams of electromagnetic radiation, one may also construct exponential beams. These beams are characterized by a fall-off in the transverse direction described…
A sparse random block matrix model suggested by the Hessian matrix used in the study of elastic vibrational modes of amorphous solids is presented and analyzed. By evaluating some moments, benchmarked against numerics, differences in the…