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We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…

Mathematical Physics · Physics 2016-02-17 Seung-Yeop Lee , Roman Riser

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

Probability · Mathematics 2016-04-22 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Using Grassmann variables and an analogy with two dimensional electrostatics, we obtain the average eigenvalue distribution $\rho(\omega)$ of ensembles of $N \times N$ asymmetrically diluted Hopfield matrices in the limit $N \rightarrow…

Condensed Matter · Physics 2016-08-31 D. A. Stariolo , E. M. F. Curado , F. A. Tamarit

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…

Probability · Mathematics 2018-12-17 Anirban Basak , Elliot Paquette , Ofer Zeitouni

The density matrix for the impenetrable Bose gas in Dirichlet and Neumann boundary conditions can be written in terms of $<\prod_{l=1}^n| \cos\phi_1-\cos\theta_l| |\cos\phi_2-\cos\theta_l|>$, where the average is with respect to the…

Mathematical Physics · Physics 2015-06-26 P. J. Forrester , N. E. Frankel , T. M. Garoni

We consider an $n\times n$ matrix of independent real Gaussian random variables and determine the asymptotic distribution of the smallest gaps between complex eigenvalues.

Probability · Mathematics 2024-04-01 Patrick Lopatto , Matthew Meeker

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the…

Probability · Mathematics 2024-03-05 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

In order to obtain stable and accurate general relativistic simulations, re-formulations of the Einstein equations are necessary. In a series of our works, we have proposed using eigenvalue analysis of constraint propagation equations for…

General Relativity and Quantum Cosmology · Physics 2017-08-23 Gen Yoneda , Hisa-aki Shinkai

We find uniform asymptotic formulas for all the eigenvalues of certain 7-diagonal symmetric Toeplitz matrices of large dimension. The entries of the matrices are real and we consider the case where the real-valued generating function such…

Spectral Theory · Mathematics 2021-11-16 V. Stukopin , S. Grudsky , I. Voronin , M. Barrera

There has been much recent interest, initiated by work of the physicists Hatano and Nelson, in the eigenvalues of certain random non-Hermitian periodic tridiagonal matrices and their bidiagonal limits. These eigenvalues cluster along a…

Statistical Mechanics · Physics 2007-05-23 Lloyd N. Trefethen , Marco Contedini , Mark Embree

We calculate the eigenvalues of a class of random matrices, namely the randomly segmented tridiagonal quasi-Toeplitz (rstq-T) matrix, in exact closed-form. The contexts under which these matrices arise are ubiquitous in physics. In our…

Statistical Mechanics · Physics 2023-05-29 S. S. Ashwin

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…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

We introduce the bosonic and fermionic ensembles of density matrices and study their entanglement. In the fermionic case, we show that random bipartite fermionic density matrices have non-positive partial transposition, hence they are…

Mathematical Physics · Physics 2022-11-28 Stephane Dartois , Ion Nechita , Adrian Tanasa

Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…

Condensed Matter · Physics 2009-10-31 Yan V. Fyodorov

We study the bipartite von Neumann entanglement entropy and matrix elements of local operators in the eigenstates of an interacting integrable Hamiltonian (the paradigmatic spin-1/2 XXZ chain), and we contrast their behavior with that of…

Statistical Mechanics · Physics 2020-01-01 Tyler LeBlond , Krishnanand Mallayya , Lev Vidmar , Marcos Rigol

Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…

Probability · Mathematics 2023-06-16 Jianwei Hu , Seydou Keita , Kang Fu

We consider the linear damped wave equation on finite metric graphs and analyse its spectral properties with an emphasis on the asymptotic behaviour of eigenvalues. In the case of equilateral graphs and standard coupling conditions we show…

Mathematical Physics · Physics 2017-02-16 Pedro Freitas , Jiri Lipovsky