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By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , H. -J. Sommers

This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed independently with constant likelihood. We…

Mathematical Physics · Physics 2020-08-05 Jinho Baik , Thomas Bothner

We consider non-Hermitian Dirac operators in QCD-like theories coupled to a chiral U(1) potential or an imaginary chiral chemical potential. We show that in the continuum they fall into the recently discovered universality classes…

High Energy Physics - Lattice · Physics 2021-11-09 Takuya Kanazawa , Tilo Wettig

We argue that the spectrum of the QCD Dirac operator near zero virtuality can be described by random matrix theory. As in the case of classical random matrix ensembles of Dyson we have three distinct classes: the chiral orthogonal ensemble…

High Energy Physics - Theory · Physics 2011-07-18 Jacobus Verbaarschot

The real Ginibre ensemble consists of $n\times n$ real matrices ${\bf X}$ whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre…

Mathematical Physics · Physics 2018-08-23 Jinho Baik , Thomas Bothner

We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…

Mathematical Physics · Physics 2018-03-19 Yan V Fyodorov , Jacek Grela , Eugene Strahov

We re-analyze data from available finite-temperature QCD simulations near the chiral transition, with the help of Chiral Random Matrix Theory (chRMT). Statistical properties of the lowest-lying eigenvalues of the staggered Dirac operator…

High Energy Physics - Lattice · Physics 2009-10-31 F. Farchioni , Ph. de Forcrand , I. Hip , C. B. Lang , K. Splittorff

We apply the Glasgow method for lattice QCD at finite chemical potential to a schematic random matrix model (RMM). In this method the zeros of the partition function are obtained by averaging the coefficients of its expansion in powers of…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Halasz , J. C. Osborn , M. A. Stephanov , J. J. M. Verbaarschot

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

Machine Learning · Statistics 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…

Machine Learning · Computer Science 2025-04-15 Zikun Zhang , Zixiang Chen , Quanquan Gu

We study the chirality of staggered quarks on the Dirac eigenvalue spectrum using deep learning (DL) techniques. The Kluberg-Stern method to construct staggered bilinear operators conserves continuum property such as recursion relations,…

We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

Mathematical Physics · Physics 2015-06-11 G. Akemann , Z. Burda

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

Random Matrix Theory (RMT) has elaborated successful predictions for Dirac spectra in field theoretical models. However, a generic assumption by RMT has been a non-vanishing chiral condensate $\Sigma$ in the chiral limit. Here we consider…

High Energy Physics - Lattice · Physics 2010-11-05 Wolfgang Bietenholz , Ivan Hip

A chiral random matrix model with complex eigenvalues is solved as an effective model for QCD with non-vanishing chemical potential. We derive new matrix model correlation functions which predict the local fluctuations of complex Dirac…

High Energy Physics - Theory · Physics 2009-11-07 G. Akemann

In this paper, we investigate the convergence performance of a cooperative diffusion Gauss-Newton (GN) method, which is widely used to solve the nonlinear least squares problems (NLLS) due to the low computation cost compared with Newton's…

Optimization and Control · Mathematics 2019-03-06 Mou Wu , Naixue Xiong , Liansheng Tan

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 Laszlo Erdos

We propose a random matrix model that interpolates between the chiral random matrix ensembles and the chiral Poisson ensemble. By mapping this model on a non-interacting Fermi-gas we show that for energy differences less than a critical…

High Energy Physics - Theory · Physics 2016-09-06 A. M. Garcia-Garcia , J. J. M. Verbaarschot