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Related papers: Spectral statistics of the uni-modular ensemble

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We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…

Statistics Theory · Mathematics 2026-05-13 Yanqing Yin , Wang Zhou

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…

Probability · Mathematics 2007-06-13 Włodzimierz Bryc , Amir Dembo , Tiefeng Jiang

We review various unitary network models used in quantum computing, spectral analysis or condensed matter physics and establish relationships between them. We show that symmetric one dimensional quantum walks are universal, as are CMV…

Mathematical Physics · Physics 2015-09-30 Joachim Asch , Olivier Bourget , Alain Joye

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

Disordered Systems and Neural Networks · Physics 2026-05-15 Pierre Bousseyroux , Marc Potters

Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…

Mesoscale and Nanoscale Physics · Physics 2020-03-25 A. Rehemanjiang , M. Richter , U. Kuhl , H. -J. Stöckmann

We estimate the size of the spectral gap at zero for some Hermitian block matrices. Included are quasi-definite matrices, quasi-semidefinite matrices (the closure of the set of the quasi-definite matrices) and some related block matrices…

Spectral Theory · Mathematics 2016-01-15 Ivan Veselic , Kresimir Veselic

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…

Probability · Mathematics 2020-10-14 Nathan Noiry

We consider the convergence of the empirical spectral measures of random $N \times N$ unitary matrices. We give upper and lower bounds showing that the Kolmogorov distance between the spectral measure and the uniform measure on the unit…

Probability · Mathematics 2017-11-01 Elizabeth S. Meckes , Mark W. Meckes

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.

Mathematical Physics · Physics 2008-04-24 Vladimir Vasilchuk

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…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Within the theory of statistical ensemble, the so-called $\mu PT$ ensemble describes equilibrium systems that exchange energy, particles, and volume with the surrounding. General, model-independent features of volume and particle number…

Statistical Mechanics · Physics 2021-07-26 Ugo Marzolino

Several statistics-based detectors, based on unimodal matrix models, for determining the number of sources in a field are designed. A new variance ratio statistic is proposed, and its asymptotic distribution is analyzed. The variance ratio…

Applications · Statistics 2021-06-09 Rui Zhang , Junting Chen , Yao Xie , Alexander Shapiro , Urbashi Mitra

We consider dynamically defined Hermitian matrices generated from orbits of the doubling map. We prove that their spectra fall into the GUE universality class from random matrix theory.

Probability · Mathematics 2022-01-05 Arka Adhikari , Marius Lemm

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

Using a novel approach, we investigate the shape of the average spectrum and the spectral fluctuations of the $k$-body embedded unitary ensemble in the limit of large matrix dimension. We identify the transition point between semicircle and…

Condensed Matter · Physics 2009-10-31 Luis Benet , Thomas Rupp , Hans A. Weidenmueller

We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…

Chaotic Dynamics · Physics 2021-01-04 Ana Flack , Bruno Bertini , Tomaz Prosen

We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…

Disordered Systems and Neural Networks · Physics 2015-06-23 Reimer Kuehn

The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…

Probability · Mathematics 2015-06-16 Vadim Gorin