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We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
The asymptotic equivalence of canonical and microcanonical ensembles is a central concept in statistical physics, with important consequences for both theoretical research and practical applications. However, this property breaks down under…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
In this note we extend the analysis of a previous paper by the author to the Random Cluster model. The main result being that the pressure of the finite range ferromagnetic Ising model is analytic as a function of the inverse temperature in…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
We investigate the Lorentz structure of the confinement potential through a study of the meson spectrum using Salpeter's instantaneous approximation to the Bethe-Salpeter equation. The equivalence between Salpeter's and a…
Embedded random matrix ensembles with $k$-body interactions are well established to be appropriate for many quantum systems. For these ensemble the two point correlation function is not yet derived though these ensembles are introduced 50…
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…
The comovement phenomenon in financial markets creates decision scenarios with positively correlated asset returns. This paper addresses covariance matrix estimation under such conditions, motivated by observations of significant positive…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We consider a one-dimensional mixture of bosons and spinless fermions with contact interactions. In this system, the elementary excitations at low energies are described by four linearly dispersing modes characterized by two excitation…
A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.
Let $X$ be a real $(\beta=1)$ or complex $(\beta=2)$ Ginibre ensemble. Let $\{\sigma_i\}_{1\le i\le n}$ be the eigenvalues of $X,$ and $Z_n$ be some rescaled version of $\max_i \Re \sigma_i.$ It was proved that $Z_n$ converges weakly to the…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…
We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
Time averaging of weak values using the quantum transition path time probability distribution enables us to establish a general uncertainty principle for the weak values of two not necessarily Hermitian operators. This new principle is a…