Related papers: Eigenphase distributions of unimodular circular en…
It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…
The circular unitary ensemble and its generalizations concern a random matrix from a compact classical group $\mathrm{U}(N)$, $\mathrm{SU}(N)$, $\mathrm{O}(N)$, $\mathrm{SO}(N)$ or $\mathrm{USp}(N)$ distributed according to the Haar…
We uncover a solvable generalization of the Kuramoto model in which shears (or nonisochronicities) and natural frequencies are distributed and statistically dependent. We show that the strength and sign of this dependence greatly alter…
Given a sequence of deterministic matrices $A = A_N$ and a sequence of deterministic nonnegative matrices $\Sigma=\Sigma_N$ such that $A\to a$ and $\Sigma\to \sigma$ in $\ast$-distribution for some operators $a$ and $\sigma$ in a finite von…
Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
We consider Gaussian elliptic random matrices $X$ of a size $N \times N$ with parameter $\rho$, i.e., matrices whose pairs of entries $(X_{ij}, X_{ji})$ are mutually independent Gaussian vectors, $E X_{ij} = 0$, $E X^2_{ij} = 1$ and $E…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
We analyze complete spectra of the lattice Dirac operator in SU(2) gauge theory and demonstrate that the distribution of low-lying eigenvalues is described by random matrix theory. We present possible practical applications of this…
We compute statistical distributions of individual low-lying eigenvalues of random matrix ensembles interpolating chiral Gaussian symplectic and unitary ensembles. To this aim we use the Nystrom-type discretization of Fredholm Pfaffians and…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…
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…
We calculate the joint probability distribution of the Wigner-Smith time-delay matrix $Q=-i\hbar S^{-1} \partial S/\partial \epsilon$ and the scattering matrix $S$ for scattering from a chaotic cavity with ideal point contacts. Hereto we…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…