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In this paper, we use a formula obtained in [8] to study certain asymptotic behaviors of GUE (Gaussian unitary ensemble) correlators. More precisely, we obtain large genus asymptotics of enumerations of ordinary graphs and ribbon graphs…

Mathematical Physics · Physics 2025-12-19 Jiayi Zhao

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

Numerical simulations of the two-point eigenvalue correlation and cluster functions of the Gaussian unitary ensemble (GUE) are carried out directly from their definitions in terms of deltas functions. The simulations are compared with…

Nuclear Theory · Physics 2021-02-23 Adam James Sargeant

We compute the correlation functions of the eigenvalues in the Gaussian unitary ensemble using the fermionic replica method. We show that non--trivial saddle points, which break replica symmetry, must be included in the calculation in order…

Disordered Systems and Neural Networks · Physics 2009-10-31 Alex Kamenev , Marc Mezard

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

Quantum Physics · Physics 2021-03-31 Salvatore F. E. Oliviero , Lorenzo Leone , Francesco Caravelli , Alioscia Hamma

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…

Mathematical Physics · Physics 2015-06-26 Yan V Fyodorov , Eugene Strahov

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

Probability · Mathematics 2015-02-27 Alan Edelman , Michael La Croix

We construct and extensively study a Brownian generalization of the Gaussian Unitary Ensemble (BGUE). Our analysis begins with the non-equilibrium dynamics of BGUE, where we derive explicit analytical expressions for various one-replica and…

High Energy Physics - Theory · Physics 2024-06-18 Haifeng Tang

We compute the spectral correlation functions for the transition from a harmonic oscillator towards the Gaussian Unitary Ensemble (GUE). We use a variant of the supersymmetry method to obtain analytical results in a fast and elegant way. In…

chao-dyn · Physics 2009-10-31 Thomas Guhr , Thomas Papenbrock

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

Probability · Mathematics 2008-06-05 Holger Kösters

We study a system of $N$ qubits with a random Hamiltonian obtained by drawing coupling constants from Gaussian distributions in various ways. This results in a rich class of systems which include the GUE and the fixed $q$ SYK theories. Our…

High Energy Physics - Theory · Physics 2023-12-25 Takanori Anegawa , Norihiro Iizuka , Arkaprava Mukherjee , Sunil Kumar Sake , Sandip P. Trivedi

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation…

Mathematical Physics · Physics 2015-05-13 Dang-Zheng Liu , Da-Sheng Zhou

We use a matrix central-limit theorem which makes the Gaussian Unitary Ensemble appear as a limit of the Laguerre Unitary Ensemble together with an observation due to Johansson in order to derive new representations for the eigenvalues of…

Probability · Mathematics 2007-05-23 Yan Doumerc

A theorem of Dubrovin establishes the relationship between the GUE partition function and the partition function of Gromov-Witten invariants of the complex projective line. Based on this theorem we derive loop equations for the Gaussian…

Mathematical Physics · Physics 2024-07-30 Di Yang

We study the $n$-level spectral correlation functions of classically chaotic quantum systems without time-reversal symmetry. According to Bohigas, Giannoni and Schmit's universality conjecture, it is expected that the correlation functions…

Chaotic Dynamics · Physics 2015-05-13 Taro Nagao , Sebastian Müller

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

In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;\lambda,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian…

Mathematical Physics · Physics 2019-10-23 Dan Dai , Shuai-Xia Xu , Lun Zhang

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…

Mesoscale and Nanoscale Physics · Physics 2017-12-07 Frank Schweiner , Jeanine Laturner , Jörg Main , Günter Wunner
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