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We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

Let $\alpha$ and $\beta$ be uniformly random permutations of orders $2$ and $3$, respectively, in $S_{N}$, and consider, say, the permutation $\alpha\beta\alpha\beta^{-1}$. How many fixed points does this random permutation have on average?…

Group Theory · Mathematics 2022-12-07 Doron Puder , Tomer Zimhoni

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…

Quantum Physics · Physics 2021-06-24 Sachin Kumar , Zafar Ahmed

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

Statistics Theory · Mathematics 2021-02-17 A. Amiri , S Dachian

We prove that the size of the e-core of a partition taken under the Poissonised Plancherel measure converges in distribution to, as the Poisson parameter goes to infinity and after a suitable renormalisation, a sum of e-1 mutually…

Probability · Mathematics 2024-04-23 Salim Rostam

We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in…

Statistical Finance · Quantitative Finance 2015-06-22 Paolo Barucca

We investigate the marginal distribution of the bottom eigenvalues of the stochastic Airy operator when the inverse temperature $\beta$ tends to $0$. We prove that the minimal eigenvalue, whose fluctuations are governed by the Tracy-Widom…

Probability · Mathematics 2014-08-21 Romain Allez , Laure Dumaz

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…

Mathematical Physics · Physics 2015-04-23 Mariya Shcherbina

We study translation-invariant determinantal random point fields on the real line. We prove, under quite general conditions, that the smallest nearest spacings between the particles in a large interval have Poisson statistics as the length…

Probability · Mathematics 2007-05-23 Alexander Soshnikov

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…

Probability · Mathematics 2015-06-24 Diane Holcomb , Benedek Valkó

We consider Gaussian approximation in three particular models of Poisson-Laguerre tessellations, namely, the $\beta$-, $\beta'$- and Gaussian-Voronoi tessellations. The tessellations are constructed based on inhomogeneous Poisson point…

Probability · Mathematics 2025-11-21 Chinmoy Bhattacharjee , Anna Gusakova

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

Probability · Mathematics 2009-11-13 Jose A. Ramirez , Brian Rider

The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…

Probability · Mathematics 2017-10-12 Khanh Duy Trinh

The distribution of the ratios of nearest neighbor level spacings has become a popular indicator of spectral fluctuations in complex quantum systems like interacting many-body localized and thermalization phases, quantum chaotic systems,…

Quantum Physics · Physics 2021-08-12 S. Harshini Tekur , Udaysinh T. Bhosale , M. S. Santhanam

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

Condensed Matter · Physics 2009-10-28 E. Brézin , S. Hikami , A. Zee

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

Mathematical Physics · Physics 2015-06-23 V. K. B. Kota

We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number $n$ of particles tends to infinity we obtain the limiting local correlation kernel…

Mathematical Physics · Physics 2024-11-27 Torben Krüger , Seung-Yeop Lee , Meng Yang