English
Related papers

Related papers: Eigenvector Distribution of Wigner Matrices

200 papers

This paper studies the eigenvalue distribution of the Watts-Strogatz random graph, which is known as the "small-world" random graph. The construction of the small-world random graph starts with a regular ring lattice of n vertices; each has…

Probability · Mathematics 2021-01-28 Poramate Nakkirt

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

We study eigenvalue distribution of the adjacency matrix $A^{(N,p, \alpha)}$ of weighted random bipartite graphs $\Gamma= \Gamma_{N,p}$. We assume that the graphs have $N$ vertices, the ratio of parts is $\frac{\alpha}{1-\alpha}$ and the…

Mathematical Physics · Physics 2015-07-28 Valentin Vengerovsky

We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…

Probability · Mathematics 2012-12-18 O. Khorunzhiy

In the current paper we consider a Wigner matrix and consider an analytic function of polynomial growth on a set containing the support of the semicircular law in its interior. We prove that the linear spectral statistics corresponding to…

Probability · Mathematics 2022-10-17 Debapratim Banerjee

In recent studies of many-body localization in nonintegrable quantum systems, the distribution of the ratio of two consecutive energy level spacings, $r_n=(E_{n+1}-E_n)/(E_{n}-E_{n-1})$ or $\tilde{r}_n=\min(r_n,r_n^{-1})$, has been used as…

Mathematical Physics · Physics 2024-09-04 Shinsuke M. Nishigaki

The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…

Disordered Systems and Neural Networks · Physics 2020-08-05 Wen-Jia Rao

We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…

Probability · Mathematics 2020-04-23 Kyle Luh , Sean O'Rourke

We study probability distributions of eigenvalues of Hermitian and non-Hermitian Euclidean random matrices that are typically encountered in the problems of wave propagation in random media.

Disordered Systems and Neural Networks · Physics 2011-01-14 S. E. Skipetrov , A. Goetschy

We analyze the expectation value of observables in a scalar theory on the fuzzy two sphere, represented as a generalized hermitian matrix model. We calculate explicitly the form of the expectation values in the large-N limit and demonstrate…

High Energy Physics - Theory · Physics 2020-03-06 V. P. Nair , A. P. Polychronakos , J. Tekel

We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…

Probability · Mathematics 2007-05-23 Sandrine Péché

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlev\'e V system, and the solution of its associated linear isomonodromic system. In…

Classical Analysis and ODEs · Mathematics 2007-07-12 Peter J. Forrester , Nicholas S. Witte

This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…

Probability · Mathematics 2024-10-18 Arijit Chakrabarty , Rajat Subhra Hazra , Moumanti Podder

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

Mathematical Physics · Physics 2016-04-20 Peter J. Forrester

Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…

Probability · Mathematics 2015-06-26 Jonas Gustavsson

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the…

Mathematical Physics · Physics 2021-07-01 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

We calculate the joint probability distribution of the Wigner-Smith time-delay matrix $Q=-i\hbar S^{-1} \partial S/\partial \epsilon$ and the scattering matrix $S$ for scattering from a chaotic cavity with ideal point contacts. Hereto we…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 P. W. Brouwer , K. M. Frahm , C. W. J. Beenakker

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · Physics 2009-10-22 Ovidiu Costin , Joel L. Lebowitz