Related papers: Universality of random matrix dynamics
We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…
Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…
The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…
In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…
We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…
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…
I consider a general block tridiagonal matrix and the corresponding transfer matrix. By allowing for a complex Bloch parameter in the boundary conditions, the two matrices are related by a spectral duality. As a consequence, I derive some…
Dyson's short-distance universality of the correlation functions implies the universality of P(s), the level-spacing distribution. We first briefly review how this property is understood for unitary invariant ensembles and consider next a…
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…
In this paper we study the cokernels of various random integral matrix models, including random symmetric, random skew-symmetric, and random Laplacian matrices. We provide a systematic method to establish universality under very general…
This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…
We propose a one-dimensional nonintegrable spin model with local interactions that covers Dyson's three symmetry classes (classes A, AI, and AII) depending on the values of parameters. We show that the nearest-neighbor spacing distribution…
We study the stochastic dynamics of sequences evolving by single site mutations, segmental duplications, deletions, and random insertions. These processes are relevant for the evolution of genomic DNA. They define a universality class of…
We address the question of how the celebrated universality of local correlations for the real eigenvalues of Hermitian random matrices of size NxN can be extended to complex eigenvalues in the case of random matrices without symmetry.…
The statistics of the resonance widths and the behavior of the survival probability is studied in a particular model of quantum chaotic scattering (a particle in a periodic potential subject to static and time-periodic forces) introduced…
We introduce and study a universal model of random geometry in two dimensions. To this end, we start from a discrete graph drawn on the sphere, which is chosen uniformly at random in a certain class of graphs with a given size $n$, for…
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…
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…