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One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

This paper constructs tridiagonal random matrix models for general ($\beta>0$) $\beta$-Hermite (Gaussian) and $\beta$-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for $\beta = 1,2,4$.…

Mathematical Physics · Physics 2009-11-07 Ioana Dumitriu , Alan Edelman

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

Probability · Mathematics 2011-11-10 Benedek Valko , Balint Virag

Starting from Gaussian random matrix models we derive a new supermatrix field theory model. In contrast to the conventional non-linear sigma models, the new model is applicable for any range of correlations of the elements of the random…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 J. E. Bunder , K. B. Efetov , V. E. Kravtsov , O. M. Yevtushenko , M. R. Zirnbauer

Nonlinear statistics (i.e. statistics of permanents) on the eigenvalues of invariant random matrix models are considered for the three Dyson's symmetry classes $\beta=1,2,4$. General formulas in terms of hyperdeterminants are found for…

Mathematical Physics · Physics 2015-05-14 Jean-Gabriel Luque , Pierpaolo Vivo

Here we introduce the non-Hermitian diluted banded random matrix (nHdBRM) ensemble as the set of $N\times N$ real non-symmetric matrices whose entries are independent Gaussian random variables with zero mean and variance one if $|i-j|<b$…

Disordered Systems and Neural Networks · Physics 2024-06-25 M. Hernández-Sánchez , G. Tapia-Labra , J. A. Mendez-Bermudez

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

Mathematical Physics · Physics 2015-04-20 Max R. Atkin

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

Probability · Mathematics 2023-11-14 Lucia Caramellino , Giacomo Giorgio , Maurizia Rossi

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

Mathematical Physics · Physics 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

Probability · Mathematics 2009-11-13 Jose A. Ramirez , Brian Rider

Supersymmetric extensions of the 1D and 2D Swanson models are investigated by applying the conformal bridge transformation (CBT) to the first order Berry-Keating Hamiltonian multiplied by $i$ and its conformally neutral enlargements. The…

High Energy Physics - Theory · Physics 2022-09-01 Luis Inzunza , Mikhail S. Plyushchay

We extend the critical point self-consistency method used to solve field theories at their d-dimensional fixed point in the large N expansion to include superfields. As an application we compute the beta-function of the Wess-Zumino model…

High Energy Physics - Theory · Physics 2009-10-30 P. M. Ferreira , J. A. Gracey

The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the…

Probability · Mathematics 2012-01-31 Laszlo Erdos , Horng-Tzer Yau

An ensemble of 2 x 2 pseudo-Hermitian random matrices is constructed that possesses real eigenvalues with level-spacing distribution exactly as for the Gaussian Unitary Ensemble found by Wigner. By a re-interpretation of Connes' spectral…

Quantum Physics · Physics 2007-05-23 Zafar Ahmed , Sudhir R. Jain

We investigate to what extent the microscopic Wigner-Gaudin-Mehta-Dyson (WGMD) (or sine kernel) statistics of random matrix theory remain valid on mesoscopic scales. To that end, we compute the connected two-point spectral correlation…

Probability · Mathematics 2019-09-16 Yukun He , Antti Knowles

McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…

Probability · Mathematics 2013-07-01 Leo Goldmakher , Cap Khoury , Steven J. Miller , Kesinee Ninsuwan

This paper is devoted to the phenomenon of superintegrability. This phenomenon is manifested in the existence of a formula for character averages, expressed through the same characters at special points and of its various generalization. In…

High Energy Physics - Theory · Physics 2022-07-06 V. Mishnyakov , A. Oreshina

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…

Probability · Mathematics 2020-07-31 Bartłomiej Polaczyk
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