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We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

In the framework of a random matrix description of chaotic quantum scattering the positions of $S-$matrix poles are given by complex eigenvalues $Z_i$ of an effective non-Hermitian random-matrix Hamiltonian. We put forward a conjecture on…

Condensed Matter · Physics 2009-10-31 Yan V. Fyodorov , Mikhail Titov , H. -J. Sommers

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…

Mathematical Physics · Physics 2013-11-13 Gernot Akemann , Jesper R. Ipsen , Mario Kieburg

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

Probability · Mathematics 2022-06-14 Calvin Wooyoung Chin

Random matrix theory can be used to describe the transport properties of a chaotic quantum dot coupled to leads. In such a description, two approaches have been taken in the literature, considering either the Hamiltonian of the dot or its…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 M L Polianski , P W Brouwer

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…

Chaotic Dynamics · Physics 2013-03-06 Gregory Berkolaiko , Jack Kuipers

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…

Probability · Mathematics 2025-08-21 Christopher Atherfold , Joseph Najnudel

In one dimensional transport problems the scattering matrix $S$ is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For $S$ a random unitary matrix, the singular value probability…

Mathematical Physics · Physics 2009-11-11 P. J. Forrester

The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…

Probability · Mathematics 2011-05-10 Terence Tao , Van Vu

The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…

Mathematical Physics · Physics 2020-02-04 Ayana Sarkar , Manuja Kothiyal , Santosh Kumar

We study the statistical properties of the complex generalization of Wigner time delay $\tau_\text{W}$ for sub-unitary wave chaotic scattering systems. We first demonstrate theoretically that the mean value of the $\text{Re}[\tau_\text{W}]$…

Disordered Systems and Neural Networks · Physics 2021-11-15 Lei Chen , Steven M. Anlage , Yan V. Fyodorov

When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…

Statistical Mechanics · Physics 2015-06-17 Sergey Matveenko , Stephane Ouvry

In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…

Quantum Physics · Physics 2015-01-28 K. V. S. Shiv Chaitanya

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

Mathematical Physics · Physics 2009-05-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

Random matrix theory successfully models many systems, from the energy levels of heavy nuclei to zeros of $L$-functions. While most ensembles studied have continuous spectral distribution, Burkhardt et al introduced the ensemble of…

Probability · Mathematics 2020-09-24 Fangu Chen , Jiahui Yu , Steven J. Miller , Yuxin Lin

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , Hans-Juergen Sommers

In this paper, we introduce the notions of $\alpha$-Hermitian-Einstein metric and $\alpha$-stability for $I_\pm$-holomorphic vector bundles on bi-Hermitian manifolds. Moreover, we establish a Kobayashi-Hitchin correspondence for…

Differential Geometry · Mathematics 2014-11-14 Shengda Hu , Ruxandra Moraru , Reza Seyyedali

Neutrinoless double-beta decay nuclear transition matrix elements are generated by an effective two-body transition operator and it consists of Gamow-Teller like and Fermi like (also tensor) operators. Spectral distribution method for the…

Nuclear Theory · Physics 2011-06-03 Manan Vyas , V. K. B. Kota

We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…

Chaotic Dynamics · Physics 2012-04-24 A. Y. Abul-Magd , M. Abdel-Mageed

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar