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We derive exact analytical expressions for correlation functions of singular values of the product of $M$ Ginibre matrices of size $N$ in the double scaling limit $M,N\rightarrow \infty$. The singular value statistics is described by a…

Mathematical Physics · Physics 2020-12-03 Gernot Akemann , Zdzislaw Burda , Mario Kieburg

We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-01-29 Romain Allez , Jean-Philippe Bouchaud , Alice Guionnet

We prove the universality of correlation functions of chiral unitary and unitary ensembles of random matrices in the microscopic limit. The essence of the proof consists in reducing the three-term recursion relation for the relevant…

High Energy Physics - Theory · Physics 2011-03-31 G. Akemann , P. H. Damgaard , U. Magnea , S. Nishigaki

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…

Probability · Mathematics 2020-08-20 Yiting Li , Yuanyuan Xu

We study the spectral properties of a multiparametric system having particle-hole symmetry in random matrix setting. We observe a crossover from Poisson to Wigner-Dyson like behavior in average local ratio of spacing within a spectrum of…

Statistical Mechanics · Physics 2023-08-10 Triparna Mondal , Shashi C. L. Srivastava

We determine to leading order the maximum of the characteristic polynomial for Wigner matrices and $\beta$-ensembles. In the special case of Gaussian-divisible Wigner matrices, our method provides universality of the maximum up to…

Probability · Mathematics 2024-08-13 Paul Bourgade , Patrick Lopatto , Ofer Zeitouni

This paper studies the delocalized regime of an ultrametric random operator whose independent entries have variances decaying in a suitable hierarchical metric on $\mathbb{N}$. When the decay-rate of the off-diagonal variances is…

Mathematical Physics · Physics 2019-08-28 Per von Soosten , Simone Warzel

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina

We show that the distribution of the time delay for one-dimensional random potentials is universal in the high energy or weak disorder limit. Our analytical results are in excellent agreement with extensive numerical simulations carried out…

Disordered Systems and Neural Networks · Physics 2009-10-31 Christophe Texier , Alain Comtet

The K-matrix, also known as the "Wigner reaction matrix" in nuclear scattering or "impedance matrix" in the electromagnetic wave scattering, is given essentially by an M x M diagonal block of the resolvent (E-H)^{-1} of a Hamiltonian H. For…

Mathematical Physics · Physics 2013-07-22 Yan V Fyodorov , Boris A Khoruzhenko , André Nock

We establish the conditions under which a conservation law associated with a non-invertible operator may be realized as a symmetry in quantum physics. As established by Wigner, all quantum symmetries must be represented by either unitary or…

Quantum Physics · Physics 2026-03-27 Gerardo Ortiz , Chinmay Giridhar , Philipp Vojta , Andriy H. Nevidomskyy , Zohar Nussinov

We prove the edge universality of the beta ensembles for any $\beta\ge 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $\mathscr{C}^4$ and regular. We also prove that the edge…

Probability · Mathematics 2015-06-16 Paul Bourgade , Laszlo Erdos , Horng-Tzer Yau

We discuss the concept of width-to-spacing ratio which plays the central role in the description of local spectral statistics of evolution operators in multiplicative and additive stochastic processes for random matrices. We show that the…

Mathematical Physics · Physics 2023-07-19 Zdzislaw Burda

We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…

Probability · Mathematics 2023-01-11 Johannes Alt , László Erdős , Torben Krüger , Dominik Schröder

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel…

Probability · Mathematics 2023-01-05 Volodymyr Riabov

We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…

Statistical Mechanics · Physics 2007-11-15 Hans-Jürgen Sommers

In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…

Condensed Matter · Physics 2009-10-30 P. Zinn-Justin

A general formula for the metric as an explicit function of the generic energy-momentum tensor is given which satisfies static plane symmetric Einstein's equations with cosmological constant.In order to illustrate it, the solutions for the…

General Relativity and Quantum Cosmology · Physics 2013-08-26 Leandro G. Gomes

The distribution function of the local density of states is computed exactly for the Wigner-Dyson ensemble of random Hamiltonians. In the absence of time-reversal symmetry, precise agreement is obtained with the "supersymmetry" theory by…

Condensed Matter · Physics 2017-12-07 C. W. J. Beenakker
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