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We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

Functional Analysis · Mathematics 2020-03-19 Benjamin Fahs , Igor Krasovsky

We study the level-spacing statistics for non-interacting Hamiltonians defined on the two-dimensional quasiperiodic Ammann--Beenker (AB) tiling. When applying the numerical procedure of "unfolding", these spectral properties in each…

Disordered Systems and Neural Networks · Physics 2021-09-08 Uwe Grimm , Rudolf A. Römer

We consider the dimer model in cylindrical domains $\Omega_\delta$ on square grids of mesh size $\delta$ with two Temperleyan boundary components of different colors. Assuming that the $\Omega_\delta$ approximate a cylindrical domain…

Probability · Mathematics 2026-01-21 Dmitry Chelkak , Zachary Deiman

Using numerical diagonalization we study the crossover among different random matrix ensembles [Poissonian, Gaussian Orthogonal Ensemble (GOE), Gaussian Unitary Ensemble (GUE) and Gaussian Symplectic Ensemble (GSE)] realized in two…

Statistical Mechanics · Physics 2015-06-17 Ranjan Modak , Subroto Mukerjee

Links between uniform Aztec diamonds and random matrices are numerous in the literature. In particular \cite{johansson2006eigenvalues,Forrester} established that, under correct rescaling, the probability density function of a certain…

Mathematical Physics · Physics 2025-09-18 Nicolas Robert , Philippe Ruelle

We use the periodic Schur process, introduced in arXiv:math/0601019v1, to study the random height function of lozenge tilings (equivalently, dimers) on an infinite cylinder distributed under two variants of the $q^{\operatorname{vol}}$…

Probability · Mathematics 2022-09-28 Andrew Ahn , Marianna Russkikh , Roger Van Peski

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

Mathematical Physics · Physics 2007-05-23 Alexander B. Soshnikov

We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…

Other Condensed Matter · Physics 2009-11-11 K. A. Muttalib , J. R. Klauder

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

Probability · Mathematics 2012-06-26 Raphael Lachieze-Rey , Giovanni Peccati

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…

Mathematical Physics · Physics 2015-01-20 Max R. Atkin , Tom Claeys , Francesco Mezzadri

In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…

Probability · Mathematics 2020-05-27 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…

Mathematical Physics · Physics 2020-02-04 Ayana Sarkar , Manuja Kothiyal , Santosh Kumar

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…

Probability · Mathematics 2015-03-19 Iain M. Johnstone , Zongming Ma

$L$-ensembles are a class of determinantal point processes which can be viewed as a statistical mechanical systems in the grand canonical ensemble. Circulant $L$-ensembles are the subclass which are locally translationally invariant and…

Mathematical Physics · Physics 2021-10-27 Peter J. Forrester

Higher-order spacing ratios are investigated analytically using a Wigner-like surmise for Gaussian ensembles of random matrices. For $k$-th order spacing ratio $(r^{(k)}$, $k>1)$ the matrix of dimension $2k+1$ is considered. A universal…

Mathematical Physics · Physics 2023-02-24 Udaysinh T. Bhosale

Random tilings are interesting as idealizations of atomistic models of quasicrystals and for their connection to problems in combinatorics and algorithms. Of particular interest is the tiling entropy density, which measures the relation of…

Combinatorics · Mathematics 2015-09-21 Maxwell Hutchinson , Michael Widom

We study random surfaces constructed by glueing together $N/k$ filled $k$-gons along their edges, with all $(N-1)!! = (N-1)(N-3)...3\cdot 1$ pairings of the edges being equally likely. (We assume that lcm $\{2,k\}$ divides $N$.) The Euler…

Probability · Mathematics 2009-02-23 Kevin Fleming , Nicholas Pippenger

We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…

Mathematical Physics · Physics 2020-03-19 Benjamin Fahs , Igor Krasovsky