Related papers: General truncated linear statistics for the top ei…
Coulomb gases are special probability distributions, related to potential theory, that appear at many places in pure and applied mathematics and physics. In these short expository notes, we focus on some models, ideas, and structures. We…
Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
We study the statistics of the condition number $\kappa=\lambda_{\mathrm{max}}/\lambda_{\mathrm{min}}$ (the ratio between largest and smallest squared singular values) of $N\times M$ Gaussian random matrices. Using a Coulomb fluid…
Let $T$ be an $n\times n$ truncation of an $(n+\alpha)\times (n+\alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $n\to + \infty$ with $\alpha$ fixed, the…
We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary…
We consider a quantum system driven out of equilibrium via a small Hamiltonian perturbation. Building on the paradigmatic framework of linear response theory (LRT), we derive an expression for the full generating function of the dissipated…
There has recently been interest in relating properties of matrices drawn at random from the classical compact groups to statistical characteristics of number-theoretical L-functions. One example is the relationship conjectured to hold…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…
We consider the jellium model of $N$ particles on a line confined in an external harmonic potential and with a pairwise one-dimensional Coulomb repulsion of strength $\alpha > 0$. Using a Coulomb gas method, we study the statistics of $s =…
In this paper, we introduce the \textbf{G}eneralized \textbf{L}inear \textbf{S}pectral \textbf{S}tatistics (GLSS) of a high-dimensional sample covariance matrix $\bm{S}_n$, denoted as $\operatorname{tr}f(\bm{S}_n)\bm{B}_n$, which…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
We have investigated the proof of the $H$ theorem within a manifestly covariant approach by considering the relativistic statistical theory developed in [Phy. Rev. E {\bf 66}, 056125, 2002; {\it ibid.} {\bf 72}, 036108 2005]. In our…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…