Related papers: Analogies between random matrix ensembles and the …
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…
We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…
We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…
We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that the eigenvalues form a bi-orthogonal ensemble, which reduces…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
We study the properties of the eigenvalues of real random matrices and their products. It is known that when the matrix elements are Gaussian-distributed independent random variables, the fraction of real eigenvalues tends to unity as the…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…
The two-dimensional one-component plasma, i.e. the system of point-like charged particles embedded in a homogeneous neutralizing background, is studied on the surface of a cylinder of finite circumference, or equivalently in a semiperiodic…
A polynomial ensemble is a probability density function for the position of $n$ real particles of the form $\frac{1}{Z_n} \, \prod_{j<k} (x_k-x_j) \, \det \left[ f_k (x_j) \right]_{j,k=1}^n$, for certain functions $f_1, \ldots, f_n$. Such…
The model under consideration is the two-dimensional (2D) one-component plasma of pointlike charged particles in a uniform neutralizing background, interacting through the logarithmic Coulomb interaction. Classical equilibrium statistical…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large $N$ expansions. These topics are inter-related. For example, a third…
The Hilbert space of a quantum system with internal global symmetry $G$ decomposes into sectors labelled by irreducible representations of $G$. If the system is chaotic, the energies in each sector should separately resemble ordinary random…
A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…