Related papers: Lecture Notes on "Random Matrices"
These lectures treat scattering theory from a non-perturbative point of view. The course begins with a review of formal aspects in scattering theory, discussing the in/out states and the $S$ matrix that connects them. Unitarity relations,…
We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…
In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian…
In this paper, we study the effect of sparsity on the appearance of outliers in the semi-circular law. Let $(W_n)_{n=1}^\infty$ be a sequence of random symmetric matrices such that each $W_n$ is $n\times n$ with i.i.d entries above and on…
Lecture notes given at the summer school ``Applications of random matrices to physics", Les Houches, June 2004.
Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…
We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that…
We formulate theory of interacting scalar field on the fuzzy sphere as a random matrix model. We then analyze the expectation values of observables of the theory in the large N limit and we demonstrate that the eigenvalue distribution of…
We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on…
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…
This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…
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…
These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…
We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
We discuss the properties of eigenphases of S--matrices in random models simulating classically chaotic scattering. The energy dependence of the eigenphases is investigated and the corresponding velocity and curvature distributions are…
These are Notes prepared for nine lectures given at the Mathematical Sciences Research Institute, MSRI, Berkeley during the period January--March 1995. It is a pleasant duty to record here my gratitude to MSRI, and its staff, for making…
We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
The tensor flattenings appear naturally in quantum information when one produces a density matrix by partially tracing the degrees of freedom of a pure quantum state. In this paper, we study the joint $^*$-distribution of the flattenings of…