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Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…

Mesoscale and Nanoscale Physics · Physics 2020-03-25 A. Rehemanjiang , M. Richter , U. Kuhl , H. -J. Stöckmann

The k-body Gaussian Embedded Ensemble of Random Matrices is considered for N bosons distributed on two single-particle levels. When k = N, the ensemble is equivalent to the Gaussian Orthogonal Ensemble (GOE), and when k = 2 it corresponds…

Atomic Physics · Physics 2012-04-02 Saul Hernández-Quiroz , Manuel Beltrán , Luis Benet , Jorge Flores , Germinal Cocho

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…

Mathematical Physics · Physics 2011-05-30 Santosh Kumar , Akhilesh Pandey

We consider pairs of GOE (Gaussian Orthogonal Ensemble) matrices which are correlated with each others, and subject to additive and multiplicative rank-one perturbations. We focus on the regime of parameters in which the finite-rank…

Disordered Systems and Neural Networks · Physics 2023-09-15 Alessandro Pacco , Valentina Ros

Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…

Classical Analysis and ODEs · Mathematics 2015-01-20 Arno B. J. Kuijlaars

We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the standard first-order…

Mesoscale and Nanoscale Physics · Physics 2015-06-10 Yan V. Fyodorov , Dmitry V. Savin

Random Matrix Theory (RMT) is capable of making predictions for the spectral fluctuations of a physical system only after removing the influence of the level density by unfolding the spectra. When the level density is known, unfolding is…

Statistical Mechanics · Physics 2013-12-16 Ashraf A. Abul-Magd , Adel Y. Abul-Magd

Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. A. Muttalib , Y. Chen , M. E. H. Ismail

This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…

Probability · Mathematics 2011-05-13 A. Lytova , L. Pastur

We present a semiclassical approach to eigenfunction statistics in chaotic and weakly disordered quantum systems which goes beyond Random Matrix Theory, supersymmetry techniques, and existing semiclassical methods. The approach is based on…

Chaotic Dynamics · Physics 2007-05-23 Juan Diego Urbina , Klaus Richter

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

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

Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…

Quantum Physics · Physics 2025-02-11 Tanay Pathak

We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…

Mathematical Physics · Physics 2012-02-07 Anthony Mays

As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ensemble (GOE): the even-location singular values are…

Probability · Mathematics 2015-04-27 Folkmar Bornemann , Michael La Croix

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

Gaussian random matrix ensembles defined over the tangent spaces of the large families of Cartan's symmetric spaces are considered. Such ensembles play a central role in mesoscopic physics since they describe the universal ergodic limit of…

Mathematical Physics · Physics 2016-09-07 Martin R. Zirnbauer

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems:…

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