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We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson…

Statistical Finance · Quantitative Finance 2012-06-29 Giacomo Livan , Luca Rebecchi

In general or normal random matrix ensembles, the support of eigenvalues of large size matrices is a planar domain (or several domains) with a sharp boundary. This domain evolves under a change of parameters of the potential and of the size…

High Energy Physics - Theory · Physics 2007-05-23 R. Teodorescu , E. Bettelheim , O. Agam , A. Zabrodin , P. Wiegmann

The random matrix ensembles are applied to the quantum statistical systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We consider physical Hamiltonians that can be represented by the multiparametric Gaussian ensembles, theoretically derive the state ensembles for its eigenstates and analyze the effect of varying system conditions on its bipartite…

Quantum Physics · Physics 2026-04-14 Devanshu Shekhar , Pragya Shukla

In this paper we study the distribution of level crossings for the spectra of linear families A+lambda B, where A and B are square matrices independently chosen from some given Gaussian ensemble and lambda is a complex-valued parameter. We…

Mathematical Physics · Physics 2019-05-22 Tobias Grøsfjeld , Boris Shapiro , Konstantin Zarembo

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

Quantum Physics · Physics 2021-03-31 Salvatore F. E. Oliviero , Lorenzo Leone , Francesco Caravelli , Alioscia Hamma

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Probability · Mathematics 2019-05-08 Benjamin Tsou

We investigate volume-element sampling strategies for the stochastic homogenization of particle-reinforced composites and show, via computational experiments, that an improper treatment of particles intersecting the boundary of the…

Computational Engineering, Finance, and Science · Computer Science 2021-03-16 Matti Schneider , Marc Josien , Felix Otto

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

Mathematical Physics · Physics 2021-05-26 Peter J. Forrester

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

In statistical physics, the challenging combinatorial enumeration of the configurations of a system subject to hard constraints (microcanonical ensemble) is mapped to a mathematically easier calculation where the constraints are softened…

Statistical Mechanics · Physics 2017-11-01 Tiziano Squartini , Diego Garlaschelli

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

Disordered Systems and Neural Networks · Physics 2025-08-28 Joseph W. Baron

The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…

High Energy Physics - Theory · Physics 2008-02-03 John Harnad , Craig A. Tracy , Harold Widom

Analytical understanding of how low-dimensional latent features reveal themselves in large-dimensional data is still lacking. We study this by defining a linear latent feature model with additive noise constructed from probabilistic…

Disordered Systems and Neural Networks · Physics 2022-07-20 Philipp Fleig , Ilya Nemenman

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 we investigate no-resonance conditions for quantum many body chaotic systems and random matrix models. No-resonance conditions are properties of the spectrum of a model, usually employed as a theoretical tool in the analysis…

Quantum Physics · Physics 2024-12-02 Jonathon Riddell , Nathan Pagliaroli

The universal connected correlations proposed recently between eigenvalues of unitary random matrices is examined numerically. We perform an ensemble average by the Monte Carlo sampling. Although density of eigenvalues and a bare…

Condensed Matter · Physics 2016-08-31 T. S. Kobayakawa , Y. Hatsugai , M. Kohmoto , A. Zee
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