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Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…

Statistics Theory · Mathematics 2011-12-01 Parikshit Shah , Venkat Chandrasekaran

We illustrate a general method for calculating spectral statistics that combines the universal (Random Matrix Theory limit) and the non-universal (trace-formula-related) contributions by giving a heuristic derivation of the three-point…

Mathematical Physics · Physics 2015-06-16 E. Bogomolny , J. P. Keating

Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…

Probability · Mathematics 2024-06-26 Tatiana Brailovskaya , Ramon van Handel

We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…

Mathematical Physics · Physics 2017-01-31 Mario Kieburg

Building upon Dyson's fundamental 1962 article known in random-matrix theory as 'the threefold way', we classify disordered fermion systems with quadratic Hamiltonians by their unitary and antiunitary symmetries. Important examples are…

Mathematical Physics · Physics 2009-11-10 P. Heinzner , A. Huckleberry , M. R. Zirnbauer

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Condensed Matter · Physics 2009-10-28 Hendrik Meyer , Jean-Christian Anglès d'Auriac , Henrik Bruus

Non-Hermitian systems, going beyond conventional Hermitian systems, have brought in intriguing concepts such as exceptional points and complex spectral topology as well as exotic phenomena such as non-Hermitian skin effects (NHSEs).…

Quantum Physics · Physics 2024-09-23 Li-Wei Wang , Jian-Hua Jiang

We study invariant random matrix ensembles \begin{equation*} \mathbb{P}_n(d M)=Z_n^{-1}\exp(-n\,tr(V(M)))\,d M \end{equation*} defined on complex Hermitian matrices $M$ of size $n\times n$, where $V$ is real analytic such that the…

Mathematical Physics · Physics 2025-09-12 Thomas Bothner , Toby Shepherd

The study of entanglement in the symmetry sectors of a theory has recently attracted a lot of attention since it provides better understanding of some aspects of quantum many-body systems. In this paper, we extend this analysis to the case…

Statistical Mechanics · Physics 2023-06-01 Michele Fossati , Filiberto Ares , Pasquale Calabrese

The effective Hamiltonian formalism is extended to vectorial electromagnetic waves in order to describe statistical properties of the field in reverberation chambers. The latter are commonly used in electromagnetic compatibility tests. As a…

Mesoscale and Nanoscale Physics · Physics 2016-03-09 J. -B. Gros , U. Kuhl , O. Legrand , F. Mortessagne

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

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

This topical review article reports rapid progress on the generalization and application of entanglement in non-Hermitian free-fermion quantum systems. We begin by examining the realization of non-Hermitian quantum systems through the…

Quantum Physics · Physics 2026-01-14 Li-Mei Chen , Yao Zhou , Shuai A. Chen , Peng Ye

We continue the study of random matrix universality in two-dimensional conformal field theories. This is facilitated by expanding the spectral form factor in a basis of modular invariant eigenfunctions of the Laplacian on the fundamental…

High Energy Physics - Theory · Physics 2023-12-27 Felix M. Haehl , Wyatt Reeves , Moshe Rozali

A method of resummation of infinite series of perturbation theory diagrams is applied for studying the properties of random band matrices. The topological classification of Feynman diagrams, which was actively used in last years for matrix…

Statistical Mechanics · Physics 2016-08-31 P. G. Silvestrov

We describe the implications of permutation symmetry for the state space and dynamics of quantum mechanical systems of matrices of general size $N$. We solve the general 11- parameter permutation invariant quantum matrix harmonic oscillator…

High Energy Physics - Theory · Physics 2022-12-14 George Barnes , Adrian Padellaro , Sanjaye Ramgoolam

Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…

The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

Mathematical Physics · Physics 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor