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The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

Understanding the rich spatial and temporal structures in nonequilibrium thermal environments is a major subject of statistical mechanics. Because universal laws, based on an ensemble of systems, are mute on an individual system, exploring…

Statistical Mechanics · Physics 2019-04-19 Liyi Zhao , Ping Fang , Chushun Tian

A univariate polynomial equation is presented. It provides models of the thermal lattice Boltzmann equation. The models can be accurate up to any required level and can be applied to regular lattices, which allow efficient and accurate…

Mathematical Physics · Physics 2020-11-10 Jae Wan Shim

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

Probability · Mathematics 2020-03-24 Benjamin Landon , Patrick Lopatto , Jake Marcinek

In an absorptive system the Wigner reaction $K-$matrix (directly related to the impedance matrix in acoustic or electromagnetic wave scattering) is non-selfadjoint, hence its eigenvalues are complex. The most interesting regime arises when…

Disordered Systems and Neural Networks · Physics 2023-08-11 Yan V. Fyodorov

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 propose a general method to embed target states into the middle of the energy spectrum of a many-body Hamiltonian as its energy eigenstates. Employing this method, we construct a translationally-invariant local Hamiltonian with no local…

Statistical Mechanics · Physics 2017-07-25 Naoto Shiraishi , Takashi Mori

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

Probability · Mathematics 2020-11-04 Lucas Benigni

We study the eigenvectors of generalized Wigner matrices with subexponential entries and prove that they delocalize at the optimal rate with overwhelming probability. We also prove high probability delocalization bounds with sharp…

Probability · Mathematics 2021-09-10 Lucas Benigni , Patrick Lopatto

We propose two different strategies to find eigenvalues and eigenvectors of a given, not necessarily Hermitian, matrix $A$. Our methods apply also to the case of complex eigenvalues, making the strategies interesting for applications to…

Mathematical Physics · Physics 2020-06-24 Fabio Bagarello , Francesco Gargano

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…

Quantum Physics · Physics 2008-06-10 Eric J. Heller , Lev Kaplan , Frank Pollmann

We investigate the overlap matrix between the eigenvectors of a Wigner matrix $H_{N+K}$ of size $(N+K)\times(N+K)$ and those of its principal minor $H_N$ of size $N\times N$, for both the real symmetric ($\beta=1$) and complex Hermitian…

Probability · Mathematics 2025-11-18 Antonin Barbe , Benjamin De Bruyne , Romain Allez

A hitherto difficult and unsolved issue in plasma physics is how to give a general numerical solver for complicated plasma dispersion relation, although we have long known the general analytical forms. We transform the task to a full-matrix…

Plasma Physics · Physics 2013-04-23 Hua-sheng Xie

We construct families of exotic spin-1/2 chains using a procedure called ``hard rod deformation''. We treat both integrable and non-integrable examples. The models possess a large non-commutative symmetry algebra, which is generated by…

Statistical Mechanics · Physics 2023-08-02 Márton Borsi , Levente Pristyák , Balázs Pozsgay

In this thesis generalizations of matrix and eigenvalue models involving supersymmetry are discussed. Following a brief review of the Hermitian one matrix model, the c=-2 matrix model is considered. Built from a matrix valued superfield…

High Energy Physics - Theory · Physics 2016-09-06 Jan C. Plefka

Closed form analytical expressions are obtained for the Wigner transform of the Bloch density matrix and for the Wigner phase space density of a two dimensional harmonically trapped charged quantum gas in a uniform magnetic field of…

Atomic Physics · Physics 2021-04-15 K. Bencheikh , L. M. Nieto

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Van Vu
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