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These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles and their chiral complex counterparts, with…

Mathematical Physics · Physics 2015-05-13 G. Akemann , M. J. Phillips , L. Shifrin

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We consider the elliptic Ginibre matrices in the orthogonal symmetry class that interpolates between the real Ginibre ensemble and the Gaussian orthogonal ensemble. We obtain the finite size corrections of the real eigenvalue densities in…

Probability · Mathematics 2023-10-17 Sung-Soo Byun , Yong-Woo Lee

In quantum information geometry, the curvature of von-Neumann entropy and relative entropy induce a natural metric on the space of mixed quantum states. Here we use this information metric to construct a random matrix ensemble for states…

Quantum Physics · Physics 2026-01-26 Harry J. D. Miller

We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…

chao-dyn · Physics 2008-02-03 Henrik J. Pedersen , A. D. Jackson

We analyze several product measures in the space of mixed quantum states. In particular we study measures induced by the operation of partial tracing. The natural, rotationally invariant measure on the set of all pure states of a N x K…

Quantum Physics · Physics 2009-11-06 Karol Zyczkowski , Hans-Juergen Sommers

Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

Machine Learning · Statistics 2025-09-09 Logan S. McCarty

We define a natural ensemble of trace preserving, completely positive quantum maps and present algorithms to generate them at random. Spectral properties of the superoperator Phi associated with a given quantum map are investigated and a…

Exactly Solvable and Integrable Systems · Physics 2009-02-24 Wojciech Bruzda , Valerio Cappellini , Hans-Jürgen Sommers , Karol Życzkowski

Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated…

Mathematical Physics · Physics 2025-04-18 Gernot Akemann , Noah Aygün , Mario Kieburg , Patricia Päßler

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

Probability · Mathematics 2007-05-23 Brian Rider

Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…

Probability · Mathematics 2015-01-20 Arno B. J. Kuijlaars , Dries Stivigny

We discuss the product of independent induced quaternion ($\beta=4$) Ginibre matrices, and the eigenvalue correlations of this product matrix. The joint probability density function for the eigenvalues of the product matrix is shown to be…

Mathematical Physics · Physics 2015-06-12 J. R. Ipsen

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. B. Hastings

In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…

Mathematical Physics · Physics 2016-05-03 Luis Carlos García del Molino , Khashayar Pakdaman , Jonathan Touboul

We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…

Mathematical Physics · Physics 2024-07-15 Alexander Serebryakov , Nick Simm

It has been shown by Akemann, Ipsen and Kieburg that the squared singular values of products of $M$ rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a…

Probability · Mathematics 2015-06-09 Dang-Zheng Liu , Dong Wang , Lun Zhang

Consider the $n\times n$ matrix $X_n=A_n+H_n$, where $A_n$ is a $n\times n$ matrix (either deterministic or random) and $H_n$ is a $n\times n$ matrix independent from $A_n$ drawn from complex Ginibre ensemble. We study the limiting…

Mathematical Physics · Physics 2025-09-03 Roman Sarapin

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

Condensed Matter · Physics 2009-10-22 Moshe Moshe , Herbert Neuberger , Boris Shapiro
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