Related papers: Self-similarity in the circular unitary ensemble

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…

In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \to \infty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for…

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

We study the eigenvalues of the covariance matrix $\frac{1}{n}M^*M$ of a large rectangular matrix $M=M_{n,p}=(\zeta_{ij})_{1\leq i\leq p;1\leq j\leq n}$ whose entries are i.i.d. random variables of mean zero, variance one, and having finite…

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

The local spectral statistics of random matrices forms distinct universality classes, strongly depending on the position in the spectrum. Surprisingly, the spacing between consecutive eigenvalues at the spectral edges has received little…

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_\beta(N,r)$ consist of $N \times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space…

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

The real Ginibre ensemble consists of random $N \times N$ matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general $n$-point correlations for the real eigenvalues, and for the…

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…

Let $U_m$ be an $m \times m$ Haar unitary matrix and $U_{[m,n]}$ be its $n \times n$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of $U_{[m,n]}$ as $m/n \to \lambda $ and $n \to \infty$. The…

Here, using two real non-zero parameters $\lambda$ and $\mu$, we construct Gaussian pseudo-orthogonal ensembles of a large number $N$ of $n \times n$ ($n$ even and large) real pseudo-symmetric matrices under the metric $\eta$ using $…

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

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…