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We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a particularly strong microcanonical form of the…

Mathematical Physics · Physics 2021-07-01 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

We consider $\mathbb{S}^2$-valued maps on a domain $\Omega\subset\mathbb{R}^N$ minimizing a perturbation of the Dirichlet energy with vertical penalization in $\Omega$ and horizontal penalization on $\partial\Omega$. We first show the…

Analysis of PDEs · Mathematics 2021-07-01 Giovanni Di Fratta , Antonin Monteil , Valeriy Slastikov

We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in…

Mathematical Physics · Physics 2013-07-01 Mihail Poplavskyi

We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…

Mathematical Physics · Physics 2015-03-24 Christopher H. Joyner , Uzy Smilansky

We perform a systematic study of the thermodynamics of quantum gases in the unitarity limit. Our study makes use of a "Universality Hypothesis" for the relevant energy scales of a many-body system at unitarity. This Hypothesis is supported…

Condensed Matter · Physics 2011-07-19 Tin-Lun Ho

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_N=H_N+A_N$, where $H_N$ is a real symmetric or complex Hermitian Wigner matrix and $A_N$ is a deterministic real bounded diagonal matrix. We prove a universal Central…

Probability · Mathematics 2020-09-22 Yiting Li , Kevin Schnelli , Yuanyuan Xu

In this paper, we extend results of Eigenvector Thermalization to the case of generalized Wigner matrices. Analytically, the central quantity of interest here are multiresolvent traces, such as $\Lambda_A:= \frac{1}{N} \text{Tr }{ GAGA}$.…

Probability · Mathematics 2023-02-17 Arka Adhikari , Sofiia Dubova , Changji Xu , Jun Yin

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…

Mathematical Physics · Physics 2015-06-11 J. C. Latorre , G. A. Pavliotis , P. R. Kramer

We generalize, imposing the field equations only at dominant order, the Isaacson formula for the gravitational wave (GW) energy-momentum tensor (EMT) to the class of Horndeski theories in which the tensor modes travel at the speed of light…

General Relativity and Quantum Cosmology · Physics 2024-02-06 João C. Lobato , Maurício O. Calvão

We consider a single particle spectrum as given by the eigenvalues of the Wigner-Dyson ensembles of random matrices, and fill consecutive single particle levels with n fermions. Assuming that the fermions are non-interacting, we show that…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 O. Bohigas , P. Leboeuf , M. J. Sanchez

We study the ultrametric random matrix ensemble, whose independent entries have variances decaying exponentially in the metric induced by the tree topology on $\mathbb{N}$, and map out the entire localization regime in terms of…

Probability · Mathematics 2018-07-27 Per von Soosten , Simone Warzel

We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…

Probability · Mathematics 2010-11-17 Alexei Borodin

We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…

Mathematical Physics · Physics 2015-04-20 G. Akemann , M. J. Phillips

The paper contains two main parts: in the first part, we analyze the general case of $p\geq 2$ matrices coupled in a chain subject to Cauchy interaction. Similarly to the Itzykson-Zuber interaction model, the eigenvalues of the Cauchy chain…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Thomas Bothner

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…

Mathematical Physics · Physics 2025-09-12 Thomas Bothner , Toby Shepherd

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

The high complexity of many-body quantum dynamics means that essentially all approaches either exploit special structure or are approximate in nature. One such approach--the memory function formalism--involves a carefully chosen split into…

Quantum Physics · Physics 2026-03-04 Oliver Lunt , Thomas Kriecherbauer , Kenneth T-R McLaughlin , Curt von Keyserlingk

We analyze a class of parametrized Random Matrix models, introduced by Rosenzweig and Porter, which is expected to describe the energy level statistics of quantum systems whose classical dynamics varies from regular to chaotic as a function…

Condensed Matter · Physics 2007-05-23 Nilanjana Datta , Herve Kunz

This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…

Analysis of PDEs · Mathematics 2024-03-20 Charles Bertucci , Jean-Michel Lasry , Pierre Louis Lions
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