Related papers: Eigenvectors under a generic perturbation: non-per…
By using the Efetov's super-symmetric formalism we computed analytically the mean spectral density $\rho(E)$ for the L\'evy and the L\'evy -Rosenzweig-Porter random matrices which off-diagonal elements are strongly non-Gaussian with…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…
A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…
The genericity of Arnold diffusion in the analytic category is an open problem. In this paper, we study this problem in the following a priori unstable Hamiltonian system with a time-periodic perturbation…
We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…
Exceptional points are special degeneracy points in parameter space that can arise in (effective) non-Hermitian Hamiltonians describing open quantum and wave systems. At an n-th order exceptional point, n eigenvalues and the corresponding…
We derive general evolution equations describing the ensemble-average quantum dynamics generated by disordered Hamiltonians. The disorder average affects the coherence of the evolution and can be accounted for by suitably tailored effective…
We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…
Characterizing the asymptotic distributions of eigenvectors for large random matrices poses important challenges yet can provide useful insights into a range of statistical applications. To this end, in this paper we introduce a general…
The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
We study random-matrix ensembles with a non-Gaussian probability distribution $P(H) \sim \exp (-N {\rm tr }\, V(H))$ where $N$ is the dimension of the matrix $H$ and $V(H)$ is independent of $N$. Using Efetov's supersymmetry formalism, we…
In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.
We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…
Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the…
Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…
We address the count of isolated and embedded eigenvalues in a generalized eigenvalue problem defined by two self-adjoint operators with a positive essential spectrum and a finite number of isolated eigenvalues. The generalized eigenvalue…