Related papers: Random normal matrices and Ward identities
We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order freeness", which was introduced in Part I, allows one to…
The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…
We develop a method to infer log-normal random fields from measurement data affected by Gaussian noise. The log-normal model is well suited to describe strictly positive signals with fluctuations whose amplitude varies over several orders…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We consider the electric and magnetic field fluctuations in the vacuum state in the region external to a half-space filled with a homogeneous non-dissipative dielectric. We discuss an appropriate limit to an ideal metal and concentrate our…
We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue…
We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
We consider the GUE minor process, where a sequence of GUE matrices is drawn from the corner of a doubly infinite array of i.i.d. standard normal variables subject to the symmetry constraint. From each matrix, we take its largest…
In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…
We consider an Ising model with quenched surface disorder, the disorder average of the free energy is the main object of interest. Explicit expressions for the free energy distribution are difficult to obtain if the quenched surface spins…
We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
Previously, we have derived a generalization of the canonical fluctuation relation between heat capacity and energy fluctuations $C=\beta^{2}<\delta U^{2}>$, which is able to describe the existence of macrostates with negative heat…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…
We consider a class of sparse random matrices which includes the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathcal{G}(N,p)$. We show that if $N^{\varepsilon} \leq Np \leq N^{1/3-\varepsilon}$ then all nontrivial eigenvalues away…
We show that the variance of the number of connected components of the zero set of the two-dimensional Gaussian ensemble of random spherical harmonics of degree n grows as a positive power of n. The proof uses no special properties of…
The theory of the effect of external fluctuation force on the stability and spatial distribution of mutually interacting and slowly evaporating charged drops, levitated in an electrodynamic balance, is presented using classical…
In this paper, we consider weakly regular Sturm-Liouville eigenproblems with unbounded potential at both endpoints of the domain. We propose a Galerkin spectral matrix method for its solution and we study the error in the eigenvalue…