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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…

Probability · Mathematics 2007-05-23 Brian Rider

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

Probability · Mathematics 2015-02-27 Alan Edelman , Michael La Croix

We prove that the bulk eigenvectors of sparse random matrices, i.e. the adjacency matrices of Erd\H{o}s-R\'enyi graphs or random regular graphs, are asymptotically jointly normal, provided the averaged degree increases with the size of the…

Probability · Mathematics 2017-06-30 Paul Bourgade , Jiaoyang Huang , Horng-Tzer Yau

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…

Mathematical Physics · Physics 2015-05-28 J. Fischmann , W. Bruzda , B. A. Khoruzhenko , H. -J. Sommers , K. Zyczkowski

In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population covariance matrix is a finite-rank perturbation of the identity…

Information Theory · Computer Science 2012-06-20 Romain Couillet , Walid Hachem

We study a system of $N$ qubits with a random Hamiltonian obtained by drawing coupling constants from Gaussian distributions in various ways. This results in a rich class of systems which include the GUE and the fixed $q$ SYK theories. Our…

High Energy Physics - Theory · Physics 2023-12-25 Takanori Anegawa , Norihiro Iizuka , Arkaprava Mukherjee , Sunil Kumar Sake , Sandip P. Trivedi

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…

Mesoscale and Nanoscale Physics · Physics 2017-12-07 Frank Schweiner , Jeanine Laturner , Jörg Main , Günter Wunner

We propose a generalization of the algebraic Bethe ansatz to obtain the eigenvectors of the Heisenberg spin chain with general boundaries associated to the eigenvalues and the Bethe equations found recently by Cao et al. The ansatz takes…

Mathematical Physics · Physics 2013-11-25 Samuel Belliard , Nicolas Crampé

In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate…

Probability · Mathematics 2012-01-27 Florent Benaych-Georges , Raj Rao Nadakuditi

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…

Probability · Mathematics 2024-01-12 Giorgio Cipolloni , László Erdős , Joscha Henheik , Dominik Schröder

We present perturbative energy eigenvalues (up to second order) of Coulomb- and harmonic oscillator-type fields within a perturbation scheme. We have the required unperturbed eigenvalues ($E_{n}^{(0)}$) analytically obtained by using…

Quantum Physics · Physics 2023-11-15 Altug Arda

Modern applications in statistics, computer science and network science have seen tremendous values of finer matrix spectral perturbation theory. In this paper, we derive a generic $\ell_{2\rightarrow\infty}$ eigenspace perturbation bound…

Probability · Mathematics 2020-04-28 Lihua Lei

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…

Quantum Physics · Physics 2009-11-10 Zafar Ahmed

We describe analytical and numerical results on the statistical properties of complex eigenvalues and the corresponding non-orthogonal eigenvectors for non-Hermitian random matrices modeling one-channel quantum-chaotic scattering in systems…

Condensed Matter · Physics 2009-11-07 Y. V. Fyodorov , B. Mehlig

In a recent paper we presented a general perturbation result for generators of $C_0$-semigroups. The aim of the present paper is to replace, in case the unperturbed semigroup is analytic, the various conditions appearing in this result by…

Functional Analysis · Mathematics 2015-05-07 Martin Adler , Miriam Bombieri , Klaus-Jochen Engel

We prove a concentration phenomenon on the empirical eigenvalue distribution (EED) of the principal submatrix in a random hermitian matrix whose distribution is invariant under unitary conjugacy; for example, this class includes GUE…

Probability · Mathematics 2021-03-17 Katsunori Fujie , Takahiro Hasebe

It is generally accepted that statistics of energy levels in closed chaotic quantum systems is adequately described by the theory of Random Hermitian Matrices. Much less is known about properties of "resonances" - generic features of open…

chao-dyn · Physics 2007-05-23 Yan V. Fyodorov

We introduce a generalized ensemble of nonhermitian matrices interpolating between the Gaussian Unitary Ensemble, the Ginibre ensemble and the Poisson ensemble. The joint eigenvalue distribution of this model is obtained by means of an…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. M. Garcia-Garcia , S. M. Nishigaki , J. J. M. Verbaarschot