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Related papers: Integrable random matrix ensembles

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These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…

Probability · Mathematics 2019-03-26 Laszlo Erdos

We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Shinsuke M. Nishigaki

We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…

Disordered Systems and Neural Networks · Physics 2015-06-25 Michael Schreiber , Uwe Grimm , Rudolf A. Roemer , Jian-Xin Zhong

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…

Statistics Theory · Mathematics 2016-09-06 Benoit Collins , Sho Matsumoto , Nadia Saad

We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…

Mathematical Physics · Physics 2007-05-23 Eduardo Duenez

Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…

chao-dyn · Physics 2009-10-30 Marcin Pozniak , Karol Zyczkowski , Marek Kus

We introduce a class of ${\mathbb{Z}}_N$ graded discrete Lax pairs, with $N\times N$ matrices, linear in the spectral parameter. We give a classification scheme for such Lax pairs and the associated discrete integrable systems. We present…

Exactly Solvable and Integrable Systems · Physics 2014-11-25 Allan P. Fordy , Pavlos Xenitidis

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…

Chaotic Dynamics · Physics 2009-10-31 E. Bogomolny , U. Gerland , C. Schmit

We construct an ensemble of second--quantized Hamiltonians with two bosonic degrees of freedom, whose members display with probability one GOE or GUE statistics. Nevertheless, these Hamiltonians have a second integral of motion, namely the…

Chaotic Dynamics · Physics 2009-11-10 L. Benet , F. Leyvraz , T. H. Seligman

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

Probability · Mathematics 2015-06-26 Alexander Soshnikov

A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…

solv-int · Physics 2007-05-23 Craig A. Tracy , Harold Widom

Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.

Statistical Mechanics · Physics 2009-11-11 Giovanni M. Cicuta , Henri Orland

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

The Rosenzweig-Porter random matrix ensemble serves as a qualitative phenomenological model for the level statistics and fractality of eigenstates across the many-body localization transition in static systems. We propose a unitary…

Disordered Systems and Neural Networks · Physics 2026-05-21 Wouter Buijsman , Yevgeny Bar Lev

We numerically analyze the random matrix ensembles of real-symmetric matrices with column/row constraints for many system conditions e.g. disorder type, matrix-size and basis-connectivity. The results reveal a rich behavior hidden beneath…

Statistical Mechanics · Physics 2015-10-28 Suchetana Sadhukhan , Pragya Shukla