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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

We propose an extension of the numerical approach for integrable Richardson-Gaudin models based on a new set of eigenvalue-based variables. Starting solely from the Gaudin algebra, the approach is generalized towards the full class of XXZ…

Statistical Mechanics · Physics 2015-04-08 Pieter W. Claeys , Stijn De Baerdemacker , Mario Van Raemdonck , Dimitri Van Neck

We study the distribution of complex eigenvalues $z_1,\ldots, z_N$ of random Hermitian $N\times N$ block band matrices with a complex deformation of a finite rank. Assuming that the width of the band $W$ grows faster than $\sqrt{N}$, we…

Mathematical Physics · Physics 2021-12-09 Mariya Shcherbina , Tatyana Shcherbina

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Alexander Soshnikov

Let $G$ be a simple and simply connected algebraic group over an algebraically closed field $\Bbbk$ of characteristic $p>0$. Assume that $p$ is good for the root system of $G$ and that the covering map $G_{sc} \rightarrow G$ is separable.…

Group Theory · Mathematics 2017-08-15 Paul Sobaje

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

Mathematical Physics · Physics 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

Recently, S\'a, Ribeiro and Prosen introduced complex spacing ratios to analyze eigenvalue correlations in non-Hermitian systems. At present there are no analytical results for the probability distribution of these ratios in the limit of…

Statistical Mechanics · Physics 2022-05-20 Ioachim G. Dusa , Tilo Wettig

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Probability · Mathematics 2021-11-17 Guillaume Dubach

The main result of this paper is that conditional measures of generalized Ginibre point processes, with respect to the configuration in the complement of a bounded open subset on $\mathbb{C}$, are orthogonal polynomial ensembles with…

Probability · Mathematics 2017-05-01 Alexander I. Bufetov , Yanqi Qiu

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Mathematical Physics · Physics 2015-08-27 Peter J. Forrester , Taro Nagao

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

We define a natural ensemble of trace preserving, completely positive quantum maps and present algorithms to generate them at random. Spectral properties of the superoperator Phi associated with a given quantum map are investigated and a…

Exactly Solvable and Integrable Systems · Physics 2009-02-24 Wojciech Bruzda , Valerio Cappellini , Hans-Jürgen Sommers , Karol Życzkowski

Let $p$ be a prime, let $d \geq 1$ be an integer and $A$ be the algebra of square matrices of size $d$ over the field of order $p$. Let $P, Q \in A[x_1, \dots x_n]$ be polynomials in $n$ indeterminates with coefficients in $A$, such that…

Combinatorics · Mathematics 2026-05-22 Pierre-Emmanuel Caprace , Justin Vast

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Probability · Mathematics 2013-03-19 F. Götze , A. Naumov , A. Tikhomirov

For the comparison of inequality and welfare in multiple attributes the use of generalized Gini indices is proposed. Individual endowment vectors are summarized by using attribute weights and aggregated in a spectral social evaluation…

Applications · Statistics 2022-11-10 Karl Mosler

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

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

We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…

Other Condensed Matter · Physics 2009-11-11 K. A. Muttalib , J. R. Klauder

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

Probability · Mathematics 2025-11-26 Sung-Soo Byun , Jonas Jalowy , Yong-Woo Lee , Grégory Schehr