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The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We examine the groundstate wavefunction of the rotor model for different boundary conditions. Three conjectures are made on the appearance of numbers enumerating alternating sign matrices. In addition to those occurring in the O($n=1$)…

Mathematical Physics · Physics 2009-11-07 M. T. Batchelor , J. de Gier , B. Nienhuis

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…

Probability · Mathematics 2026-05-05 Fedor Nazarov , Mikhail Sodin

G. Anderson and B. Farrel showed that conjugation of constant matrices by asymptotically liberating random unitary matrices give rise to asymptotic free independence. Independent Haar-unitary random matrices and independent Haar-orthogonal…

Probability · Mathematics 2025-07-30 Josue Vazquez-Becerra

We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…

Probability · Mathematics 2007-05-23 Wolfgang Koenig

We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.

Probability · Mathematics 2015-10-14 Phil Kopel

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

Disordered Systems and Neural Networks · Physics 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla

It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a…

Probability · Mathematics 2015-03-16 Yanqing Yin , Zhidong Bai , Jiang Hu

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

We obtain a new expression for the partition function of the 8VSOS model with domain wall boundary conditions, which we consider to be the natural extension of the Izergin-Korepin formula for the six-vertex model. As applications, we find…

Combinatorics · Mathematics 2014-06-16 Hjalmar Rosengren

In this paper we study the Rotor Model of Martins and Nienhuis. After introducing spectral parameters, a combined use of integrability, polynomiality of the ground state wave function and a mapping into the fully-packed O(1)-model allows us…

Mathematical Physics · Physics 2009-11-13 Luigi Cantini

The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…

Probability · Mathematics 2017-10-12 Khanh Duy Trinh

In the context of the mixing dynamical systems we present a derivation of the Gaussian ensembles distributions from mixing quantum systems having a classical analog that is mixing. We find that mixing factorization property is satisfied for…

Quantum Physics · Physics 2017-03-29 Ignacio S. Gomez , Mariela Portesi

We carry out a numerical study of fluctuations in the spectrum of regular graphs. Our experiments indicate that the level spacing distribution of a generic k-regular graph approaches that of the Gaussian Orthogonal Ensemble of random matrix…

High Energy Physics - Theory · Physics 2007-05-23 D. Jakobson , S. D. Miller , I. Rivin , Z. Rudnick

We prove nonequilibrium fluctuations for the boundary driven symmetric simple exclusion process. We deduce from this result the stationary fluctuations.

Probability · Mathematics 2008-06-26 Claudio Landim , Aniura Milanés , Stefano Olla

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

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 study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · Physics 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…

Probability · Mathematics 2015-06-23 Guillaume Cébron , Todd Kemp
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