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We obtain bounds on the distribution of normalized gaps of eigenvalues of $N \times N$ GUE matrix in the bulk, that do not lose logarithmic factors of $N$ in the limit $N \to \infty$. As an application, we obtain fixed index universality…

Probability · Mathematics 2024-12-17 Terence Tao

The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in…

solv-int · Physics 2008-02-03 Craig A. Tracy , Harold Widom

In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of…

Mathematical Physics · Physics 2009-11-11 P. J. Forrester , N. E. Frankel , T. M. Garoni

We study the probability that all the eigenvalues of $n\times n$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{\gamma}\mathrm{e}^{-4nx},\;x\in[0,\infty),\;\gamma>-1$, lie in the interval $[0,\alpha]$. By using…

Mathematical Physics · Physics 2021-06-16 Shulin Lyu , Chao Min , Yang Chen

The local spectral statistics of random matrices forms distinct universality classes, strongly depending on the position in the spectrum. Surprisingly, the spacing between consecutive eigenvalues at the spectral edges has received little…

Mathematical Physics · Physics 2022-04-12 G. Akemann , V. Gorski , M. Kieburg

We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…

Disordered Systems and Neural Networks · Physics 2015-06-25 Michael Schreiber , Uwe Grimm , Rudolf A. Roemer , Jian-Xin Zhong

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems:…

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

Kolo\u{g}lu, Kopp and Miller compute the limiting spectral distribution of a certain class of real random matrix ensembles, known as $k$-block circulant ensembles, and discover that it is exactly equal to the eigenvalue distribution of an…

Probability · Mathematics 2018-04-18 Roger Van Peski

In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…

Disordered Systems and Neural Networks · Physics 2023-04-19 Ernesto Carro , Luis Benet , Isaac Pérez Castillo

This paper finds the bulk local limit of the swap process of uniformly random sorting networks. The limit object is defined through a deterministic procedure, a local version of the Edelman-Greene algorithm, applied to a two dimensional…

Probability · Mathematics 2019-11-05 Vadim Gorin , Mustazee Rahman

We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the…

Statistical Mechanics · Physics 2015-03-20 I. Neri , F. L. Metz

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…

Mathematical Physics · Physics 2016-04-20 Peter J. Forrester

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

Probability · Mathematics 2016-01-20 Jiaoyang Huang , Benjamin Landon , Horng-Tzer Yau

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

The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…

Mathematical Physics · Physics 2020-02-04 Ayana Sarkar , Manuja Kothiyal , Santosh Kumar

We consider the elliptic Ginibre matrices in the orthogonal symmetry class that interpolates between the real Ginibre ensemble and the Gaussian orthogonal ensemble. We obtain the finite size corrections of the real eigenvalue densities in…

Probability · Mathematics 2023-10-17 Sung-Soo Byun , Yong-Woo Lee

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

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

In this study, a numerical quadrature for the generalized inverse Gaussian distribution is derived from the Gauss-Hermite quadrature by exploiting its relationship with the normal distribution. The proposed quadrature is not Gaussian, but…

Computation · Statistics 2020-12-16 Jaehyuk Choi , Yeda Du , Qingshuo Song

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

Disordered Systems and Neural Networks · Physics 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla