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Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…

Statistics Theory · Mathematics 2012-09-28 Piero Barone

A new universality class distinct from the standard Wigner-Dyson ones is identified. This class is realized by putting a metallic quantum dot in contact with a superconductor, while applying a magnetic field so as to make the pairing field…

Condensed Matter · Physics 2009-10-28 Alexander Altland , Martin R. Zirnbauer

We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…

Probability · Mathematics 2016-01-12 Paul Bourgade , Horng-Tzer Yau

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

Analytical methods for finding moments of random Vandermonde matrices with entries on the unit circle are developed. Vandermonde Matrices play an important role in signal processing and wireless applications such as direction of arrival…

Information Theory · Computer Science 2016-08-14 Øyvind Ryan , Merouane Debbah

Let $\Lambda_X(s)=\det(I-sX^{\dagger})$ be the characteristic polynomial of a Haar distributed unitary matrix $X$. It is believed that the distribution of values of $\Lambda_X(s)$ model the distribution of values of the Riemann…

Mathematical Physics · Physics 2025-04-04 Emilia Alvarez , Brian Conrey , Michael O. Rubinstein , Nina C. Snaith

Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…

Classical Analysis and ODEs · Mathematics 2014-08-28 Wolfgang Gawronski , Thorsten Neuschel , Dries Stivigny

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

Given a uniform ensemble of quantum density matrices $\rho$, it is useful to calculate the mean value over this ensemble of a product of entries of $\rho$. We show how to calculate such moments in this paper. The answer involves well known…

Quantum Physics · Physics 2007-05-23 Robert R. Tucci

Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…

Probability · Mathematics 2009-03-04 Terence Tao , Van Vu

We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary…

Quantum Physics · Physics 2019-02-27 Karol Zyczkowski , Karol A. Penson , Ion Nechita , Benoit Collins

A seminal theorem due to Weyl states that if (a_n) is any sequence of distinct integers, then, for almost every real number x, the sequence (a_n x) is uniformly distributed modulo one. In particular, for almost every x in the unit interval,…

Logic · Mathematics 2012-07-17 Jeremy Avigad

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

Probability · Mathematics 2015-04-16 Laszlo Erdos , Kevin Schnelli

We prove that $\frac{\log n}{n}$ is the sharp threshold for universality of the distribution of cokernels of random matrices over $\mathbb{Z}_p$. More precisely, let $\alpha_n = \frac{c\log n}{n}$ for a constant $c>0$ and let $A(n)$ be an…

Combinatorics · Mathematics 2026-03-16 Jiwan Jung , Jungin Lee , Myungjun Yu

We discuss questions pertaining to the definition of `momentum', `momentum space', `phase space', and `Wigner distributions'; for finite dimensional quantum systems. For such systems, where traditional concepts of `momenta' established for…

Quantum Physics · Physics 2009-11-11 S. Chaturvedi , E. Ercolessi , G. Marmo , G. Morandi , N. Mukunda , R. Simon

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 provide a new and simple automorphic method using Eisenstein series to study the equidistribution of modular symbols modulo primes, which we apply to prove an average version of a conjecture of Mazur and Rubin. More precisely, we prove…

Number Theory · Mathematics 2021-05-18 Asbjorn Christian Nordentoft , Petru Constantinescu

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

Random matrix theory is used to represent generic loss of coherence of a fixed central system coupled to a quantum-chaotic environment, represented by a random matrix ensemble, via random interactions. We study the average density matrix…

Quantum Physics · Physics 2009-09-30 T. Gorin , C. Pineda , H. Kohler , T. H. Seligman

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin