Related papers: Multiplicative non-Hermitian perturbations of clas…

The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…

Parameter dependent non-Hermitian quantum systems typically not only possess eigenvalue degeneracies, but also degeneracies of the corresponding eigenfunctions at exceptional points. While the effect of two coalescing eigenfunctions on…

We extend the study of supersymmetric tridiagonal Hamiltonians to the case of non-Hermitian Hamiltonians with real or complex conjugate eigenvalues. We find the relation between matrix elements of the non-Hermitian Hamiltonian $H$ and its…

We show that, in a restricted range, the divisor function of integers in residue classes modulo a prime follows a Gaussian distribution, and a similar result for Hecke eigenvalues of classical holomorphic cusp forms. Furthermore, we obtain…

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Let $$ A=\left(\begin{array}{cc} H_1 & E^*\\ E & H_2\end{array}\right) \quad \hbox{ and } \quad \wtd A=\left(\begin{array}{cc} H_1 & O\\ O & H_2\end{array}\right)$$ be two $N$-by-$N$ Hermitian matrices with eigenvalues $\lambda_1 \ge \cdots…

We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$…

We present a non perturbative calculation technique providing the mixed moments of the overlaps between the eigenvectors of two large quantum Hamiltonians: $\hat{H}_0$ and $\hat{H}_0+\hat{W}$, where $\hat{H}_0$ is deterministic and…

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

The classical Hermitian eigenvalue problem addresses the following question: What are the possible eigenvalues of the sum A+B of two Hermitian matrices A and B, provided we fix the eigenvalues of A and B. A systematic study of this problem…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

Quantum counterparts of certain simple classical systems can exhibit chaotic behaviour through the statistics of their energy levels and the irregular spectra of chaotic systems are modelled by eigenvalues of infinite random matrices. We…

Given a graded bialgebra $H$, we let $\Delta^{\left[ k\right] }:H\rightarrow H^{\otimes k}$ and $m^{\left[ k\right] }:H^{\otimes k}\rightarrow H$ be its iterated (co)multiplications for all $k\in\mathbb{N}$. For any $k$-tuple $\alpha=\left(…

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

We apply the recently introduced method of hermitization to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the…

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

This paper constructs tridiagonal random matrix models for general ($\beta>0$) $\beta$-Hermite (Gaussian) and $\beta$-Laguerre (Wishart) ensembles. These generalize the well-known Gaussian and Wishart models for $\beta = 1,2,4$.…

We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…