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We study the spectral properties of matrices of long-range percolation model. These are N\times N random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability…

Mathematical Physics · Physics 2009-04-21 Slim Ayadi

We study the spectral norm of N-dimensional hermitian random matrices whose entries are zero outside of the band of the width b along the principal diagonal. Inside this band the elements are given by gaussian centered jointly independent…

Mathematical Physics · Physics 2007-05-23 A. Khorunzhy

In this paper, convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices are investigated. We show that under conditions of finite 6th moments, the expected spectral distribution of a large quaternion…

Probability · Mathematics 2015-06-18 Yanqing Yin , Zhidong Bai

The spectrum of the nonbacktracking matrix associated to a network is known to contain fundamental information regarding percolation properties of the network. Indeed, the inverse of its leading eigenvalue is often used as an estimate for…

Physics and Society · Physics 2025-01-30 James Martin , Tim Rogers , Luca Zanetti

Power-law random banded unitary matrices (PRBUM), whose matrix elements decay in a power-law fashion, were recently proposed to model the critical statistics of the Floquet eigenstates of periodically driven quantum systems. In this work,…

Disordered Systems and Neural Networks · Physics 2015-06-11 Jayendra N. Bandyopadhyay , Jiangbin Gong

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

Mathematical Physics · Physics 2010-07-29 Alexander I. Aptekarev , Pavel M. Bleher , Arno B. J. Kuijlaars

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

We investigate delocalization phenomena for eigenvectors of real random matrices that are invariant by orthogonal transformations. A specific phenomenon with these ensembles is that an eigenvector is typically more localized when its…

Probability · Mathematics 2026-02-12 Lucas Benigni , Simon Coste , Guillaume Dubach

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of…

Probability · Mathematics 2009-09-23 Sourav Chatterjee , Michel Ledoux

We show that a local non-Hermitian perturbation in a Hermitian lattice system generically induces scale-free localization for the continuous-spectrum eigenstates. When the perturbation lies at a finite distance to the boundary, the…

Quantum Physics · Physics 2023-10-27 Bo Li , He-Ran Wang , Fei Song , Zhong Wang

In this paper we consider random block matrices, which generalize the general beta ensembles, which were recently investigated by Dumitriu and Edelmann (2002, 2005). We demonstrate that the eigenvalues of these random matrices can be…

Probability · Mathematics 2008-09-29 Holger Dette , Bettina Reuther

It is well known that the unitary evolution of a closed $M-$level quantum system can be generated by a non-Hermitian Hamiltonian $H$ with real spectrum. Its Hermiticity can be restored via an amended inner-product metric $\Theta$. In…

Quantum Physics · Physics 2023-07-31 Miloslav Znojil

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…

Probability · Mathematics 2025-12-02 Yi Han

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter $N\times N$ random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase.…

Disordered Systems and Neural Networks · Physics 2016-09-29 Davide Facoetti , Pierpaolo Vivo , Giulio Biroli

The study of eigenvalue distributions in random matrix theory is often conducted by analyzing the resolvent matrix $ \mathbf{G}_{\mathbf{M}}^N(z) = (z \mathbf{1} - \mathbf{M})^{-1} $. The normalized trace of the resolvent, known as the…

Mathematical Physics · Physics 2024-12-02 Pierre Bousseyroux , Jean-Philippe Bouchaud , Marc Potters

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 consider Gaussian random eigenfunctions (Hermite functions) of fixed energy level of the isotropic semi-classical Harmonic Oscillator on ${\bf R}^n$. We calculate the expected density of zeros of a random eigenfunction in the…

Probability · Mathematics 2015-10-20 Boris Hanin , Steve Zelditch , Peng Zhou

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$…

Mathematical Physics · Physics 2010-09-21 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

We introduce a non-Hermitian $\beta$-ensemble and determine its spectral density in the limit of large $\beta$ and large matrix size $n$. The ensemble is given by a general tridiagonal complex random matrix of normal and chi-distributed…

Mathematical Physics · Physics 2026-05-19 Gernot Akemann , Francesco Mezzadri , Patricia Päßler , Henry Taylor

We prove that the eigenvectors associated to small enough eigenvalues of an heavy-tailed symmetric random matrix are delocalized with probability tending to one as the size of the matrix grows to infinity. The delocalization is measured…

Probability · Mathematics 2017-08-23 Charles Bordenave , Alice Guionnet