Related papers: Random matrix ensembles with column/row constraint…
We continue the study of random matrix universality in two-dimensional conformal field theories. This is facilitated by expanding the spectral form factor in a basis of modular invariant eigenfunctions of the Laplacian on the fundamental…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
The counterintuitive fact that wave chaos appears in the bending spectrum of free rectangular thin plates is presented. After extensive numerical simulations, varying the ratio between the length of its sides, it is shown that (i) frequency…
We study the response to an external perturbation of the energy levels of a disordered metallic particle, by means of the Brownian-motion model introduced by Dyson in the theory of random matrices, and reproduce the results of a recent…
We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…
We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…
Inhomogeneous random matrices with non-trivial variance profiles determined by symmetric stochastic matrices and with independent sub-Gaussian entries up to Hermitian symmetry, encompass a wide range of important models, including sparse…
We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of…
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:…
The local statistical fluctuations in Brownian ensembles, the intermediate state of perturbation of one classical ensemble by another one, are system-size invariant if the perturbation parameter has the same size-dependence as that of the…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
In this work we analyze the spectral level statistics of the one-dimensional ionic Hubbard model, the Hubbard model with an alternating on-site potential. In particular, we focus on the statistics of the gap ratios between consecutive…
Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…
Multiple orthogonal polynomials are traditionally studied because of their connections to number theory and approximation theory. In recent years they were found to be connected to certain models in random matrix theory. In this paper we…
We numerically investigate statistical ensembles for the occupations of eigenstates of an isolated quantum system emerging as a result of quantum quenches. The systems investigated are sparse random matrix Hamiltonians and disordered…
Two dimensional matrices with binary (0/1) entries are a common data structure in many research fields. Examples include ecology, economics, mathematics, physics, psychometrics and others. Because the columns and rows of these matrices…
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…
Statistical properties of cross sections are studied for an open system of interacting fermions. The description is based on the effective non-Hermitian Hamiltonian that accounts for the existence of open decay channels preserving the…
Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…
We study the density of states (DOS) for disordered systems whose spectral statistics can be described by a Gaussian ensemble of almost diagonal Hermitian random matrices. The matrices have independent random entries $ H_{i \geq j} $ with…