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A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…

Probability · Mathematics 2010-03-23 Martin Bender

Level-spacing distributions of the Gaussian Unitary Ensemble (GUE) of random matrix theory are expressed in terms of solutions of coupled differential equations. Series solutions up to order 50 in the level spacing are obtained, thus…

Disordered Systems and Neural Networks · Physics 2007-05-23 Uwe Grimm

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

chao-dyn · Physics 2009-10-31 Karol Zyczkowski , Hans-Juergen Sommers

Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…

Probability · Mathematics 2016-09-13 Gaultier Lambert

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe

In this paper we study uniformly random lozenge tilings of strip domains. Under the assumption that the limiting arctic boundary has at most one cusp, we prove a nearly optimal concentration estimate for the tiling height functions and…

Probability · Mathematics 2023-04-25 Jiaoyang Huang

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…

Probability · Mathematics 2019-12-19 Alexey Bufetov , Vadim Gorin

For a quantum system in a macroscopically large volume $V$, prepared in a pure state and subject to maximally noisy or ergodic unitary dynamics, the reduced density matrix of any sub-system $v\ll V$ is almost surely totally mixed. We show…

Statistical Mechanics · Physics 2020-01-15 Michel Bauer , Denis Bernard , Tony Jin

Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(\Delta_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the…

Probability · Mathematics 2008-11-07 P. Bianchi , M. Debbah , J. Najim

We study the Glauber dynamics on the set of tilings of a finite domain of the plane with lozenges of side 1/L. Under the invariant measure of the process (the uniform measure over all tilings), it is well known that the random height…

Probability · Mathematics 2016-01-20 Benoit Laslier , Fabio Lucio Toninelli

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…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We present a general result which shows that the winding of the branches in a uniform spanning tree on a planar graph converge in the limit of fine mesh size to a Gaussian free field. The result holds true assuming only convergence of…

Probability · Mathematics 2018-11-28 Nathanaël Berestycki , Benoit Laslier , Gourab Ray

We prove Gaussian fluctuation for pair counting statistics of the form $ \sum_{1\leq i\neq j\leq N} f(\theta_i-\theta_j)$ for the Circular Unitary Ensemble (CUE) of random matrices in the case of a slowly growing variance in the limit of…

Probability · Mathematics 2021-02-03 Ander Aguirre , Alexander Soshnikov

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

Representation Theory · Mathematics 2015-12-22 Vadim Gorin , Greta Panova

We study the spectrum of a system of coupled disordered harmonic oscillators in the thermodynamic limit. This Euclidean random matrix ensemble has been suggested as model for the low-temperature vibrational properties of glass. Exact…

Disordered Systems and Neural Networks · Physics 2024-01-22 Philipp Baumgärtel , Florian Vogel , Matthias Fuchs

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…

solv-int · Physics 2007-05-23 Craig A. Tracy , Harold Widom