Related papers: On the Correlation Functions of the Characteristic…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
In the recent publication [E. Kanzieper and G. Akemann, Phys. Rev. Lett. 95, 230201 (2005); arXiv: math-ph/0507058], an exact solution was reported for the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n"…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We study entanglement and other correlation properties of random states in high-dimensional bipartite systems. These correlations are quantified by parameters that are subject to the "concentration of measure" phenomenon, meaning that on a…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…
We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying…
The calculation of correlation functions for $\beta=1$ random matrix ensembles, which can be carried out using Pfaffians, has the peculiar feature of requiring a separate calculation depending on the parity of the matrix size N. This same…
We introduce a concept of asymptotic principal values which enables us to handle rigorously singular integrals of higher-order poles encountered in the computation of various quantities based on correlation functions of a vacuum. Several…
We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random…
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…
We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…
We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…
We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…
Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles…
It is shown that the two-body character of the interaction in a many-body system gives rise to specific correlations between the components of compound states, even if this interaction is completely random. Surprisingly, these correlations…
We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…
Recently a class of generalized information measures was defined on sets of items parametrized by submodular functions. In this paper, we propose and study various notions of independence between sets with respect to such information…
Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…
We propose a new approach based on random matrix theory to calculate the temporal second-order intensity correlation function $g^{(2)}(t)$ of the radiation emitted by random lasers and random fiber lasers. The multimode character of these…