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A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

The spectra which occur in numerical density-matrix renormalization group (DMRG) calculations for quantum chains can be obtained analytically for integrable models via corner transfer matrices. This is shown in detail for the transverse…

Statistical Mechanics · Physics 2017-09-27 I. Peschel , M. Kaulke , Ö. Legeza

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

A real tunneling solution is an instanton for the Hartle-Hawking path integral with vanishing extrinsic curvature (vanishing ``momentum'') at the boundary. Since the final momentum is fixed, its conjugate cannot be specified freely;…

General Relativity and Quantum Cosmology · Physics 2010-04-28 S. Carlip

The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…

Probability · Mathematics 2011-05-10 Terence Tao , Van Vu

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 consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

Mathematical Physics · Physics 2018-11-14 G. C. P. Innocentini , M. Novaes

From a database of direct numerical simulations of homogeneous and isotropic turbulence, generated in periodic boxes of various sizes, we extract the spherically symmetric part of moments of velocity increments and first verify the…

Fluid Dynamics · Physics 2020-05-20 Kartik P. Iyer , Katepalli R. Sreenivasan , P. K. Yeung

We show how direct integration can be used to solve the closed amplitudes of multi-cut matrix models with polynomial potentials. In the case of the cubic matrix model, we give explicit expressions for the ring of non-holomorphic modular…

High Energy Physics - Theory · Physics 2010-12-01 Albrecht Klemm , Marcos Marino , Marco Rauch

Resonance counting is an intuitive and widely used tool in Random Matrix Theory and Anderson Localization. Its undoubted advantage is its simplicity: in principle, it is easily applicable to any random matrix ensemble. On the downside, the…

Disordered Systems and Neural Networks · Physics 2025-03-12 Anton Kutlin , Carlo Vanoni

Instantons play a crucial role in understanding non-perturbative dynamics in quantum field theories, including those with spontaneously broken gauge symmetries. In the broken phase, finite-size instanton-like configurations are no longer…

High Energy Physics - Theory · Physics 2026-04-06 Takafumi Aoki , Masahiro Ibe , Satoshi Shirai

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Machine Learning · Statistics 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

The superconformal index for N=2 5d theories contains a non-perturbative part arising from 5d instantonic operators which coincides with the Nekrasov instanton partition function. In this note, for pure gauge theories, we elaborate on the…

High Energy Physics - Theory · Physics 2015-06-16 Diego Rodriguez-Gomez , Gabi Zafrir

The theory of resurgence uniquely associates a factorially divergent formal power series with a collection of exponentially small non-perturbative corrections paired with a set of complex numbers known as Stokes constants. When the Borel…

Number Theory · Mathematics 2024-09-27 Veronica Fantini , Claudia Rella

Instanton matrix models (IMM) for two dimensional string theories are obtained from the matrix quantum mechanics (MQM) of the T-dual theory. In this paper we study the connection between the IMM and MQM, which amounts to understand…

High Energy Physics - Theory · Physics 2010-04-05 Xi Yin

Eigenvalues of stochastic matrices have been studied from two complementary perspectives. The individual eigenvalues are characterised through the well-established Karpelevich regions. The spectrum as a whole has also been analysed,…

Spectral Theory · Mathematics 2025-12-19 Brando Vagenende , Brecht Verbeken , Marie-Anne Guerry

We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…

Numerical Analysis · Mathematics 2022-11-18 Maseim Kenmoe , Ronald Kriemann , Matteo Smerlak , Anton S. Zadorin
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