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We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…

Chaotic Dynamics · Physics 2015-06-16 N. D. Chavda , V. K. B. Kota

We establish the joint $*$-convergence of a random circulant matrix and a specific deterministic diagonal matrix. We also show that the empirical spectral distributions of skew-circulant and left skew-circulant random matrices converge…

Probability · Mathematics 2026-05-18 Arup Bose , Pradeep Vishwakarma

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

Probability · Mathematics 2022-06-14 Calvin Wooyoung Chin

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla

We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

Probability · Mathematics 2025-09-24 Albert Zhang

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…

Statistical Mechanics · Physics 2009-11-10 Giovanni M. Cicuta

In this paper, redundant random matrix ensembles (abbreviated as redundant random ensembles) are defined and their stopping set (SS) weight distributions are analyzed. A redundant random ensemble consists of a set of binary matrices with…

Information Theory · Computer Science 2016-11-15 Tadashi Wadayama

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

In this note we give various characterizations of random walks with possibly different steps that have relatively large discrepancy from the uniform distribution modulo a prime p, and use these results to study the distribution of the rank…

Combinatorics · Mathematics 2020-12-09 Kyle Luh , Sean Meehan , Hoi H. Nguyen

We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…

Statistical Mechanics · Physics 2020-08-28 Gabriel Marinello , Mauricio Porto Pato

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

The joint eigenvalue distributions of random-matrix ensembles are derived by applying the principle maximum entropy to the Renyi, Abe and Kaniadakis entropies. While the Renyi entropy produces essentially the same matrix-element…

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

In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…

Probability · Mathematics 2025-12-04 Lucas Babet , Ionel Popescu

The distribution of the consecutive level-spacing ratio is now widely used as a tool to distinguish integrable from chaotic quantum spectra, mostly due to its avoiding of the numerical spectral unfolding. Similar to the use of the…

Chaotic Dynamics · Physics 2025-05-21 Hua Yan

Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…

Probability · Mathematics 2020-01-28 Konstantin Tikhomirov

This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes…

Mathematical Physics · Physics 2016-12-21 Werner Kirsch , Thomas Kriecherbauer

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…

Statistics Theory · Mathematics 2017-02-21 H. N. Nagaraja , Karthik Bharath , Fangyuan Zhang

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Probability · Mathematics 2019-05-08 Benjamin Tsou