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The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…

Mathematical Physics · Physics 2017-10-17 Thomas Krajewski

We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…

Mathematical Physics · Physics 2024-04-25 Roland Bauerschmidt , Wojciech de Roeck , Jürg Fröhlich

We consider complex, weakly non-Hermitian matrices $A = W_1 +i\sqrt{{\tau}_N}W_2$ , where $W_1$ and $W_2$ are Hermitian matrices and $\tau_N = O(N^{-1})$. We first show that for pairs of Hermitian matrices $(W_1 , W_2)$ such that $W_1$…

Probability · Mathematics 2023-11-13 Mohammed Osman

We consider the quadratic optimization problem $$F_n^{W,h}:= \sup_{x \in S^{n-1}} ( x^T W x/2 + h^T x )\,, $$ with $W$ a (random) matrix and $h$ a random external field. We study the probabilities of large deviation of $F_n^{W,h}$ for $h$ a…

Probability · Mathematics 2015-06-22 Amir Dembo , Ofer Zeitouni

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

Mathematical Physics · Physics 2009-05-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

We give simple criteria to identify the exponential order of magnitude of the absolute value of the determinant for wide classes of random matrix models, not requiring the assumption of invariance. These include Gaussian matrices with…

Probability · Mathematics 2023-02-22 Gérard Ben Arous , Paul Bourgade , Benjamin McKenna

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

We propose a mechanism to explain the fluctuations of the ground state energy in quantum dots in the Coulomb blockade regime. Employing the random matrix theory we show that shape deformations may change the adjacent peak spacing…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Raul O. Vallejos , Caio H. Lewenkopf , Eduardo R. Mucciolo

A nonlinear master equation is derived, reflecting properly the entropy of open quantum systems. In contrast to linear alternatives, its equilibrium solution is exactly the canonical Gibbs density matrix. The corresponding nonlinear…

Quantum Physics · Physics 2021-02-08 Roumen Tsekov

We explore the boundaries of sine kernel universality for the eigenvalues of Gaussian perturbations of large deterministic Hermitian matrices. Equivalently, we study for deterministic initial data the time after which Dyson's Brownian…

Probability · Mathematics 2019-12-05 Tom Claeys , Thorsten Neuschel , Martin Venker

A well known conjecture of Wigner, Dyson, and Mehta asserts that the (appropriately normalized) $k$-point correlation functions of the eigenvalues of random $n \times n$ Wigner matrices in the bulk of the spectrum converge (in various…

Probability · Mathematics 2011-09-20 Terence Tao , Van Vu

We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the…

Probability · Mathematics 2025-06-10 László Erdős , Volodymyr Riabov

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…

Probability · Mathematics 2022-06-07 David García-Zelada

We show that a Wigner induced random orthonormal basis of spherical harmonics is almost surely quantum ergodic. Here, a random basis is identified with an element of the product probability space of unitary groups, each endowed with the…

Probability · Mathematics 2021-07-13 Robert Chang

We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk…

Probability · Mathematics 2024-01-12 Giorgio Cipolloni , László Erdős , Joscha Henheik , Dominik Schröder

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

Probability · Mathematics 2015-06-16 Deng Zhang

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

The quite different behaviors exhibited by microscopic and macroscopic systems with respect to quantum interferences suggest that there may exist a naturally frontier between quantum and classical worlds. The value of the Planck mass…

General Relativity and Quantum Cosmology · Physics 2023-04-14 Serge Reynaud , Brahim Lamine , Marc-Thierry Jaekel

We study a system of electrons on a one-dimensional lattice, interacting through the long range Coulomb forces, by means of a variational technique which is the strong coupling analog of the Gutzwiller approach. The problem is thus the…

Strongly Correlated Electrons · Physics 2007-05-23 S. Fratini , B. Valenzuela , D. Baeriswyl