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Consider a symmetric (finite) matrix ensemble, with a certain probability distribution. What is the probability that the spectrum belongs to a certain interval or union of intervals on the real line? In this paper, we show that, upon…

solv-int · Physics 2007-05-23 M. Adler , P. van Moerbeke

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 purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We study real eigenvalues of $N\times N$ real elliptic Ginibre matrices indexed by a non-Hermiticity parameter $0\leq \tau<1$, in both the strong and weak non-Hermiticity regime. Here $N$ is assumed to be an even number. In both regimes, we…

Mathematical Physics · Physics 2025-03-27 Sung-Soo Byun , Leslie Molag , Nick Simm

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

Probability · Mathematics 2011-11-10 Benedek Valko , Balint Virag

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

The integral of the Wigner function of a quantum mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval…

Quantum Physics · Physics 2009-11-10 A. J. Bracken , D. Ellinas , J. G. Wood

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…

Probability · Mathematics 2021-04-12 Jonas Jalowy

We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…

Mathematical Physics · Physics 2019-02-14 Gernot Akemann , Mario Kieburg , Adam Mielke , Pedro Vidal

We set up a consistent background field formalism for studying the renormalization group (RG) flow of gravity coupled to $N_f$ Dirac fermions on maximally symmetric backgrounds. Based on Wetterich's equation we perform a detailed study of…

High Energy Physics - Theory · Physics 2021-07-05 Jesse Daas , Wouter Oosters , Frank Saueressig , Jian Wang

We introduce symplectic quantization, a novel functional approach to quantum field theory which allows to sample quantum fields fluctuations directly in Minkowski space-time, at variance with the traditional importance sampling protocols,…

High Energy Physics - Lattice · Physics 2025-03-24 Martina Giachello , Giacomo Gradenigo , Francesco Scardino

In this study, we introduce a new iterative processes to approximate common fixed points of an infinite family of quasi-nonexpansive mappings and obtain a strongly convergent iterative sequence to the common fixed points of these mappings…

Functional Analysis · Mathematics 2015-02-24 K. Dogan , V. Karakaya

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 introduce a kernel approximation strategy that enables computation of the Gaussian process log marginal likelihood and all hyperparameter derivatives in $\mathcal{O}(p)$ time. Our GRIEF kernel consists of $p$ eigenfunctions found using a…

Machine Learning · Statistics 2018-08-02 Trefor W. Evans , Prasanth B. Nair

We consider random normal matrix and planar symplectic ensembles, which can be interpreted as two-dimensional Coulomb gases having determinantal and Pfaffian structures, respectively. For general radially symmetric potentials, we derive the…

Probability · Mathematics 2023-03-22 Sung-Soo Byun , Nam-Gyu Kang , Seong-Mi Seo

We consider two families of random matrix-valued analytic functions: (1) G_1-zG_2 and (2) G_0 + zG_1 +z^2G_2+ ..., where G_i are n x n independent random matrices with independent standard complex Gaussian entries. The set of z where these…

Probability · Mathematics 2007-11-12 Manjunath Krishnapur

We give a method for computing the ensemble average of multiplicative class functions over the Gaussian ensemble of real asymmetric matrices. These averages are expressed in terms of the Pfaffian of Gram-like antisymmetric matrices formed…

Mathematical Physics · Physics 2007-05-23 Christopher D. Sinclair

The generalised eigenvalues for a pair of $N\times N$ matrices $(X_1,X_2)$ are defined as the solutions of the equation $\det (X_1-\lambda X_2)=0$, or equivalently, for $X_2$ invertible, as the eigenvalues of $X_2^{-1}X_1$. We consider…

Mathematical Physics · Physics 2016-05-17 Peter J. Forrester , Anthony Mays

For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures with respect to fixing the configuration in a bounded subset are Pfaffian point processes…

Probability · Mathematics 2019-12-24 Alexander I. Bufetov , Fabio Deelan Cunden , Yanqi Qiu