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The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…

Mathematical Physics · Physics 2019-09-09 Pau Vilimelis Aceituno , Tim Rogers , Henning Schomerus

In this talk I briefly review recent developments in quantum field theories on a noncommutative Euclidean space, with Heisenberg-like commutation relations between coordinates. I will be concentrated on new physics learned from this…

High Energy Physics - Theory · Physics 2007-05-23 Yong-Shi Wu

An algebraic procedure to find extremal density matrices for any Hamiltonian of a qudit system is established. The extremal density matrices for pure states provide a complete description of the system, that is, the energy spectra of the…

Mathematical Physics · Physics 2016-10-03 Armando Figueroa , Julio A. López-Saldívar , Octavio Castaños , Ramón López-Peña

Analytical methods for finding moments of random Vandermonde matrices with entries on the unit circle are developed. Vandermonde Matrices play an important role in signal processing and wireless applications such as direction of arrival…

Information Theory · Computer Science 2016-08-14 Øyvind Ryan , Merouane Debbah

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

Mathematical Physics · Physics 2016-08-15 L. Pastur , V. Vasilchuk

Quantitative bounds for random embeddings of $\mathbb{R}^{k}$ into Lorentz sequence spaces are given, with improved dependence on $\varepsilon$.

Functional Analysis · Mathematics 2021-04-27 Daniel J. Fresen

The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…

Mathematical Physics · Physics 2011-06-21 Mario Kieburg

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

Probability · Mathematics 2014-09-02 Mohamed Bouali

We briefly overview the development of Euclidean quantum gravity in four dimensions regarded as a branch of statistical mechanics of discretized random manifolds.

High Energy Physics - Lattice · Physics 2008-02-03 A. Krzywicki

We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…

Statistical Mechanics · Physics 2007-05-23 Ewa Gudowska-Nowak , Romuald J. Janik , Jerzy Jurkiewicz , Maciej A. Nowak , Waldemar Wieczorek

An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…

Chaotic Dynamics · Physics 2009-11-07 K. Zyczkowski , W. Slomczynski , M. Kus , H. -J. Sommers

We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 A. Zabrodin

The non-perturbative, lattice field theory approach towards the quantization of Euclidean gravity is reviewed. Included is a tentative summary of the most significant results and a presentation of the current state of art.

High Energy Physics - Lattice · Physics 2015-06-25 A. Krzywicki

The application of random-matrix theory (RMT) to compound-nucleus (CN) reactions is reviewed. An introduction into the basic concepts of nuclear scattering theory is followed by a survey of phenomenological approaches to CN scattering. The…

Nuclear Theory · Physics 2015-05-18 G. E. Mitchell , A. Richter , H. A. Weidenmueller

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski
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