Related papers: Eigenvalue processes of Elliptic Ginibre Ensemble …
The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…
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…
For an arbitrary possibly non-Hermitian matrix Hamiltonian H, that might involve exceptional points, we construct an appropriate parameter space M and the lines bundle L^n over M such that the adiabatic geometric phases associated with the…
We consider the eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble, which are known to form a Pfaffian point process in the plane. It was recently discovered that the limiting correlation…
The Ginibre ensemble of complex random Hamiltonian matrices $H$ is considered. Each quantum system described by $H$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. For generic…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We study analytically the Chalker-Mehlig mean diagonal overlap $\mathcal{O}(z)$ between left and right eigenvectors associated with a complex eigenvalue $z$ of $N\times N$ matrices in the real Ginibre ensemble (GinOE). We first derive a…
We provide exact analytical solutions for a two dimensional explicitly time-dependent non-Hermitian quantum system. While the time-independent variant of the model studied is in the broken PT-symmetric phase for the entire range of the…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
Non-Hermitian systems exhibit a variety of unique features rooted in the presence of exceptional points (EP). The distinct topological structure in the proximity of an EP gives rise to counterintuitive behaviors absent in Hermitian systems,…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
Many physical phenomena, including thermalization in open quantum systems and quantum Gibbs sampling, are modeled by Lindbladians approximating a system weakly coupled to a bath. Understanding the convergence speed of these Lindbladians to…
Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…
We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…
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…
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…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…