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For ensembles of Hamiltonians that fall under the Dyson classification of random matrices with $\beta \in \{1,2,4\}$, the low-temperature mean entropy can be shown to vanish as $\langle S(T)\rangle\sim \kappa T^{\beta+1}$. A similar…

High Energy Physics - Theory · Physics 2021-06-30 Oliver Janssen , Mehrdad Mirbabayi

Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…

Numerical Analysis · Mathematics 2025-09-03 Ann Paterson , Jennifer Pestana , Victorita Dolean

A family of random matrices is said to converge strongly to a limiting family of operators if the operator norm of every noncommutative polynomial of the matrices converges to that of the limiting operators. Recent developments surrounding…

Probability · Mathematics 2025-10-15 Ramon van Handel

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

The divergent series for a function defined through Lapalce integral and the ground state energy of the quartic anharmonic oscillator to large orders are studied to test the generalized binomial transform which is the renamed version of…

Quantum Physics · Physics 2017-03-08 Hirofumi Yamada

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

Probability · Mathematics 2025-09-26 Xinyu Liu , Xinze Zhang , Yong Li

Matrix operations such as matrix inversion, eigenvalue decomposition, singular value decomposition are ubiquitous in real-world applications. Unfortunately, many of these matrix operations so time and memory expensive that they are…

Mathematical Software · Computer Science 2015-11-04 Shusen Wang

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

Probability · Mathematics 2007-10-21 Greg Anderson , Ofer Zeitouni

We introduce three universality classes of chiral random matrix ensembles with a nonzero chemical potential and real, complex or quaternion real matrix elements. In the thermodynamic limit we find that the distribution of the eigenvalues in…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Halasz , J. C. Osborn , J. J. M. Verbaarschot

We study regularization for the deep linear network (DLN) using the entropy formula introduced in arXiv:2509.09088. The equilibria and gradient flow of the free energy on the Riemannian manifold of end-to-end maps of the DLN are…

Neural and Evolutionary Computing · Computer Science 2025-12-09 Alan Chen , Tejas Kotwal , Govind Menon

We propose a self-adapted Monte Carlo approach to automatically determine the critical temperature by simulating two systems with different sizes at the same temperature. The temperature is increased or decreased by checking the short-time…

Statistical Mechanics · Physics 2020-11-10 Tasrief Surungan , Yutaka Okabe

In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…

Quantum Physics · Physics 2015-01-28 K. V. S. Shiv Chaitanya

We propose a method based on the Wang-Landau algorithm to numerically generate the spectral densities of random matrix ensembles. The method employs Dyson's log-gas formalism for random matrix eigenvalues and also enables one to…

Statistical Mechanics · Physics 2013-01-28 Santosh Kumar

In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number…

Probability · Mathematics 2021-10-22 Gérard Ben Arous , Daniel Zhengyu Huang , Jiaoyang Huang

We provide a pedagogical introduction to eigenstate thermalization. This phenomenon, which occurs in generic quantum systems, allows one to understand why thermalization takes place in isolated systems under unitary dynamics. We motivate…

Quantum Physics · Physics 2026-04-29 Rohit Patil , Marcos Rigol

The Strong Law of Large Numbers (SLLN) for random variables or random vectors with different mathematical expectations easily reduces by means of shifts to SLLN for random variables or random vectors whose mathematical expectations are…

Functional Analysis · Mathematics 2025-08-07 V. Kadets , O. Zavarzina

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

Mathematical Physics · Physics 2007-11-19 Tom Claeys

We analyze complete spectra of the lattice Dirac operator in SU(2) gauge theory and demonstrate that the distribution of low-lying eigenvalues is described by random matrix theory. We present possible practical applications of this…

High Energy Physics - Lattice · Physics 2009-10-30 M. E. Berbenni-Bitsch , A. D. Jackson , S. Meyer , A. Schäfer , J. J. M. Verbaarschot , T. Wettig

We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…

Data Structures and Algorithms · Computer Science 2016-08-23 Sushant Sachdeva , Nisheeth K. Vishnoi