Related papers: Stability of the Matrix Dyson Equation and Random …
We prove universality for the fluctuations of the halting time for the Toda algorithm to compute the largest eigenvalue of real symmetric and complex Hermitian matrices. The proof relies on recent results on the statistics of the…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…
A wide variety of complex physical systems described by unitary matrices have been shown numerically to satisfy level statistics predicted by Dyson's circular ensemble. We argue that the impact of localization in such systems is to provide…
Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…
Complex networks with directed, local interactions are ubiquitous in nature, and often occur with probabilistic connections due to both intrinsic stochasticity and disordered environments. Sparse non-Hermitian random matrices arise…
This paper considers linear delay-difference equations, that is, equations relating the state at a given time with its past values over a given bounded interval. After providing a well-posedness result and recalling Hale--Silkowski…
The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…
Recently, we have classified Hermitian random matrix ensembles that are invariant under the conjugate action of the unitary group and stable with respect to matrix addition. Apart from a scaling and a shift, the whole information of such an…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We consider complex sample covariance matrices $M_N=\frac{1}{N}YY^*$ where $Y$ is a $N \times p$ random matrix with i.i.d. entries $Y_{ij}, 1\leq i\leq N, 1\leq j \leq p$ with distribution $F$. Under some regularity and decay assumption on…
The eigenvalue of the hermitic Hamiltonian is real undoubtedly. Actually, The reality can also be guaranteed by the $PT$-symmetry. The hermiticity and the $PT$-symmetric quantum theory both have requirements regarding the boundary…
For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…
We explore the influence of external perturbations on the energy levels of a Hamiltonian drawn at random from the Gaussian unitary distribution of Hermitian matrices. By deriving the joint distribution function of eigenvalues, we obtain the…
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 ${\bf H}-\lambda {\bf W}$,…
Let (E,D,P) be a flat vector bundle with a parabolic structure over a punctured Riemann surface, (M,g). We consider a deformation of the harmonic metric equation which we call the Poisson metric equation. This equation arises naturally as…
Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices.…