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Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

In this paper, we study cokernels of random $n\times n$ matrices over $\mathbb Z$ with symmetry conditions determined by fixed alternating bilinear forms on $\mathbb Z^n$. These include perturbations of random symmetric matrices at a very…

Probability · Mathematics 2026-03-03 Elia Gorokhovsky

Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…

Mathematical Physics · Physics 2013-11-13 Marek Smaczynski , Tomasz Tkocz , Marek Kus , Karol Zyczkowski

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian…

Mathematical Physics · Physics 2009-10-31 Alexander Soshnikov

We consider a possible generalization of the random matrix theory, which involves the maximization of Tsallis' $q$-parametrized entropy. We discuss the dependence of the spacing distribution on $q$ using a non-extensive generalization of…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

We investigate the level-density $\sigma(x)$ and level-spacing distribution $p(s)$ of random matrices $M=AF\neq M^{\dagger}$ where $F$ is a (diagonal) inner-product and $A$ is a random, real symmetric or complex Hermitian matrix with…

Disordered Systems and Neural Networks · Physics 2011-03-21 Yogesh N. Joglekar , William A. Karr

Wigner-type randomizations of the tangent spaces of classical symmetric spaces can be thought of as ordinary Wigner matrices on which additional symmetries have been imposed. In particular, they fall within the scope of a framework, due to…

Mathematical Physics · Physics 2018-02-14 Michael Stolz

In this paper we study the distribution of level crossings for the spectra of linear families A+lambda B, where A and B are square matrices independently chosen from some given Gaussian ensemble and lambda is a complex-valued parameter. We…

Mathematical Physics · Physics 2019-05-22 Tobias Grøsfjeld , Boris Shapiro , Konstantin Zarembo

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…

Probability · Mathematics 2011-10-19 Alessandro Pizzo , David Renfrew , Alexander Soshnikov

We compute the joint distribution of two consecutive eigenphase spacings and their ratio for Haar-distributed $\mathrm{U}(N)$ matrices (the circular unitary ensemble) using our framework for J\'{a}nossy densities in random matrix theory,…

Mathematical Physics · Physics 2025-07-29 Shinsuke M. Nishigaki

In this paper, we study the effect of sparsity on the appearance of outliers in the semi-circular law. Let $(W_n)_{n=1}^\infty$ be a sequence of random symmetric matrices such that each $W_n$ is $n\times n$ with i.i.d entries above and on…

Probability · Mathematics 2019-05-24 Konstantin Tikhomirov , Pierre Youssef

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

Mathematical Physics · Physics 2021-04-28 Eugene Bogomolny , Olivier Giraud

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

Recently it has been recognized that the so-called generalized Wigner distribution may provide at least as good a description of terrace width distributions (TWDs) on vicinal surfaces as the standard Gaussian fit and is particularly…

Materials Science · Physics 2009-10-31 Howard L. Richards , Saul D. Cohen , T. L. Einstein , M. Giesen

This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008)…

Probability · Mathematics 2022-02-15 Shambhu Nath Maurya

We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…

Mathematical Physics · Physics 2016-06-01 Ravi Prakash , Akhilesh Pandey

Schierenberg et al. [Phys. Rev. E 85, 061130 (2012)] recently applied the Wigner surmise, i.e., substitution of \infty \times \infty matrices by their 2 \times 2 counterparts for the computation of level spacing distributions, to random…

Mathematical Physics · Physics 2015-06-11 Shinsuke M. Nishigaki

We present new analytical results concerning the spectral distributions for 2x2 random real symmetric matrices which generalise the Wigner surmise.

Chaotic Dynamics · Physics 2007-05-23 P. Chau Huu-Tai , N. A. Smirnova , P. Van Isacker