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We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

Probability · Mathematics 2011-04-08 Kurt Johansson

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Probability · Mathematics 2015-09-29 Ji Oon Lee , Kevin Schnelli

We consider the non-Hermitian analogue of the celebrated Wigner-Dyson-Mehta bulk universality phenomenon, i.e. that in the bulk the local eigenvalue statistics of a large random matrix with independent, identically distributed centred…

Probability · Mathematics 2020-09-17 Giorgio Cipolloni , László Erdős , Dominik Schröder

For general large non-Hermitian random matrices $X$ and deterministic normal deformations $A$, we prove that the local eigenvalue statistics of $A+X$ close to the critical edge points of its spectrum are universal. This concludes the proof…

Probability · Mathematics 2025-07-14 Giorgio Cipolloni , László Erdős , Hong Chang Ji

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$, we prove that the local eigenvalue statistics of $A+X$ close to the typical edge points of its spectrum are universal. Furthermore, we show that under…

Probability · Mathematics 2025-07-14 Andrew Campbell , Giorgio Cipolloni , László Erdős , Hong Chang Ji

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…

Mathematical Physics · Physics 2010-04-05 Laszlo Erdos , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Mehlig , M. Santer

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

Mathematical Physics · Physics 2009-10-31 Alexander Soshnikov

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…

Probability · Mathematics 2010-03-23 Martin Bender

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

Non-Hermitian random matrices have been utilized in such diverse fields as dissipative and stochastic processes, mesoscopic physics, nuclear physics, and neural networks. However, the only known universal level-spacing statistics is that of…

Statistical Mechanics · Physics 2020-06-08 Ryusuke Hamazaki , Kohei Kawabata , Naoto Kura , Masahito Ueda

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…

Disordered Systems and Neural Networks · Physics 2015-06-25 B. Mehlig , J. T. Chalker
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