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We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

Statistical Mechanics · Physics 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

In this paper the kernel for the spectral correlation functions of the invariant chiral random matrix ensembles with real ($\beta =1$) and quaternion real ($\beta = 4$) matrix elements is expressed in terms of the kernel of the…

High Energy Physics - Theory · Physics 2016-09-06 M. K. Sener , J. J. M. Verbaarschot

We investigate the real eigenvalues of asymmetric Wishart matrices of size $N$, indexed by the rectangular parameter $\nu \in \mathbb{N}$ and the non-Hermiticity parameter $\tau \in [0,1]$. The rectangular parameter $\nu$ is either fixed or…

Probability · Mathematics 2025-03-20 Sung-Soo Byun , Kohei Noda

The goal of this article is to rederive the connection between the Painlev\'e $5$ integrable system and the universal eigenvalues correlation functions of double-scaled hermitian matrix models, through the topological recursion method. More…

Mathematical Physics · Physics 2014-08-20 Olivier Marchal , Bertrand Eynard , Michel Bergère

For the unitary ensembles of $N\times N$ Hermitian matrices associated with a weight function $w$ there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For…

solv-int · Physics 2015-06-26 Harold Widom

We consider $\beta$ matrix models with real analytic potentials. Assuming that the corresponding equilibrium density $\rho$ has a one-interval support (without loss of generality $\sigma=[-2,2]$), we study the transformation of the…

Mathematical Physics · Physics 2015-06-17 Mariya Shcherbina

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

We consider the Wigner matrix $W_{n}$ of dimension $n \times n$ as $n \to \infty$. The objective of this paper is two folds: first we construct an operator $\mathcal{W}$ on a suitable Hilbert space $\mathcal{H}$ and then define a suitable…

Probability · Mathematics 2025-06-12 Debapratim Banerjee

This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…

Mathematical Physics · Physics 2009-12-01 B. A. Khoruzhenko , H. -J. Sommers

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

Probability · Mathematics 2011-04-08 Kurt Johansson

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

Probability · Mathematics 2014-10-28 Friedrich Götze , Martin Venker

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 consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In the almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain…

Probability · Mathematics 2022-03-22 Sung-Soo Byun , Nam-Gyu Kang , Ji Oon Lee , Jinyeop Lee

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

Mathematical Physics · Physics 2010-07-30 Tom Claeys , Arno B. J. Kuijlaars

We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit theorem in the limit of large dimension. Previous results about fluctuations of such determinants required that the first four moments of the matrix…

Probability · Mathematics 2019-03-19 Paul Bourgade , Krishnan Mody

The fermion doubling theorem plays a pivotal role in Hermitian topological materials. It states, for example, that Weyl points must come in pairs in three-dimensional semimetals. Here, we present an extension of the doubling theorem to…

Mesoscale and Nanoscale Physics · Physics 2021-03-03 Zhesen Yang , A. P. Schnyder , Jiangping Hu , Ching-Kai Chiu

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

Probability · Mathematics 2018-06-13 Anirban Basak , Mark Rudelson

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

Probability · Mathematics 2025-11-25 Markus Ebke , Torben Krüger

It is well known that a general two-point function cannot be uniquely determined in a theory with Poincar\'e symmetry. In this paper, we show that bulk-to-boundary correlators are highly constrained after imposing suitable fall-off…

High Energy Physics - Theory · Physics 2026-01-27 Jiang Long , Jing-Long Yang