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We study random, symmetric $N \times N$ band matrices with a band of size $W$ and Bernoulli random variables as entries. This interpolates between nearest neighbour interaction $W = 1$ and Wigner matrices $W = N$. Eigenvectors are known to…

Probability · Mathematics 2020-05-07 Stefan Steinerberger

For the deformed complex Ginibre ensemble with a mean normal matrix, under certain assumptions on the mean matrix we prove that the same bulk statistics holds as in the complex Ginibre matrix bulk. This is the continuation of the previous…

Probability · Mathematics 2024-03-26 Lu Zhang

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…

Mathematical Physics · Physics 2015-06-26 Ewa Gudowska-Nowak , Romuald A. Janik , Jerzy Jurkiewicz , Maciej A. Nowak

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

We explore the connections between dissipative quantum phase transitions and non-Hermitian random matrix theory. For this, we work in the framework of the dissipative Dicke model which is archetypal of symmetry-breaking phase transitions in…

Quantum Physics · Physics 2022-05-25 Mahaveer Prasad , Hari Kumar Yadalam , Camille Aron , Manas Kulkarni

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

Probability · Mathematics 2017-12-21 Radosław Adamczak

We investigate the asymptotic behavior of the eigenvalues of the sum A+U*BU, where A and B are deterministic N by N Hermitian matrices having respective limiting compactly supported distributions \mu, \nu, and U is a random N by N unitary…

Probability · Mathematics 2012-07-24 Serban Teodor Belinschi , Hari Bercovici , Mireille Capitaine , Maxime Février

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection…

Mathematical Physics · Physics 2009-10-31 N. S. Witte , P. J. Forrester , Christopher M. Cosgrove

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

Complex Variables · Mathematics 2016-12-15 Robert J. Berman

We study non-Hermitian random matrices belonging to the symmetry classes of the complex and symplectic Ginibre ensemble, and present a unifying and systematic framework for analysing mixed spectral moments involving both holomorphic and…

Mathematical Physics · Physics 2026-04-10 Gernot Akemann , Sung-Soo Byun , Seungjoon Oh

The Ginibre ensemble of complex random Hamiltonian matrices $H$ is considered. Each quantum system described by $H$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. For generic…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure…

Mathematical Physics · Physics 2023-07-19 Gernot Akemann , Roger Tribe , Athanasios Tsareas , Oleg Zaboronski

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

We study the product $P_m$ of $m$ real Ginibre matrices with Gaussian elements of size $N$, which has received renewed interest recently. Its eigenvalues, which are either real or come in complex conjugate pairs, become all real with…

Probability · Mathematics 2024-04-05 Gernot Akemann , Sung-Soo Byun

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. B. Hastings

The bulk scaling limit of eigenvalue distribution on the complex plane ${\mathbb{C}}$ of the complex Ginibre random matrices provides a determinantal point process (DPP). This point process is a typical example of disordered hyperuniform…

Mathematical Physics · Physics 2021-07-06 Takato Matsui , Makoto Katori , Tomoyuki Shirai

We study the eigenvalue trajectories of a time dependent matrix $ G_t = H+i t vv^*$ for $t \geq 0$, where $H$ is an $N \times N$ Hermitian random matrix and $v$ is a unit vector. In particular, we establish that with high probability, an…

Probability · Mathematics 2023-02-13 Guillaume Dubach , László Erdős

We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras
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