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We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…

Disordered Systems and Neural Networks · Physics 2025-01-30 Leonardo Ferreira , Fernando Metz , Paolo Barucca

We investigate the eigenstate thermalization hypothesis (ETH) in integrable models, focusing on the spin-1/2 isotropic Heisenberg (XXX) chain. We provide numerical evidence that ETH holds for typical eigenstates (weak ETH scenario).…

Strongly Correlated Electrons · Physics 2015-04-22 Vincenzo Alba

Understanding how isolated quantum systems thermalize has recently gathered renewed interest almost 100 years after the first work by von Neumann, thanks to the experimental realizations of such systems. Experimental and numerical pieces of…

Statistical Mechanics · Physics 2019-01-08 Ryusuke Hamazaki

In the study of thermalization in finite isolated quantum systems, an inescapable issue is the definition of temperature. We examine and compare different possible ways of assigning temperatures to energies or equivalently to eigenstates in…

Statistical Mechanics · Physics 2023-02-03 Phillip C. Burke , Goran Nakerst , Masudul Haque

In this article we consider Wigner matrices $X_N$ with variance profiles (also called Wigner-type matrices) which are of the form $X_N(i,j) = \sigma(i/N,j/N) a_{i,j} / \sqrt{N}$ where $\sigma$ is a symmetric real positive function of…

Probability · Mathematics 2023-03-01 Jonathan Husson

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

Probability · Mathematics 2015-09-29 Ji Oon Lee , Kevin Schnelli

Generic rotationally invariant random matrix models satisfy a simple relation: the probability distribution of off-diagonal elements and the one of half the difference between any two diagonal elements coincide. In the spirit of the…

Statistical Mechanics · Physics 2020-01-15 Laura Foini , Jorge Kurchan

According to the eigenstate thermalization hypothesis (ETH), even isolated quantum systems can thermalize because the eigenstate-to-eigenstate fluctuations of typical observables vanish in the limit of large systems. Of course, isolated…

Statistical Mechanics · Physics 2014-04-08 W. Beugeling , R. Moessner , Masudul Haque

For complex Wigner-type matrices, i.e. Hermitian random matrices with independent, not necessarily identically distributed entries above the diagonal, we show that at any cusp singularity of the limiting eigenvalue distribution the local…

Probability · Mathematics 2024-10-29 László Erdős , Torben Krüger , Dominik Schröder

We prove that the distribution of eigenvectors of generalized Wigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the…

Probability · Mathematics 2016-01-12 Paul Bourgade , Horng-Tzer Yau

The eigenstate thermalization hypothesis (ETH) provides a powerful framework for understanding thermalization in isolated quantum many-body systems, yet a complete and conceptually transparent derivation has remained elusive. In this work,…

Statistical Mechanics · Physics 2025-12-23 Yucheng Wang

The Eigenstate Thermalization Hypothesis (ETH) represents a cornerstone in the theoretical understanding of the emergence of thermal behavior in closed quantum systems. The ETH asserts that expectation values of simple observables in energy…

Statistical Mechanics · Physics 2024-05-15 Giorgio Cipolloni , Jonah Kudler-Flam

The Eigenstate Thermalization Hypothesis (ETH) provides a way to understand how an isolated quantum mechanical system can be approximated by a thermal density matrix. We find a class of operators in (1+1)-$d$ conformal field theories,…

High Energy Physics - Theory · Physics 2017-08-30 Pallab Basu , Diptarka Das , Shouvik Datta , Sridip Pal

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

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

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…

Mathematical Physics · Physics 2012-08-22 Sebastian Schierenberg , Falk Bruckmann , Tilo Wettig

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

Our main result is a local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices, modeled on the local semicircle law. Our approach is to adapt some techniques from one of the recent papers…

Probability · Mathematics 2013-08-29 Greg W. Anderson

We consider Hermitian random matrices of the form $H = W + \lambda V$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $\lambda…

Probability · Mathematics 2013-09-17 Ji Oon Lee , Kevin Schnelli

We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.

Probability · Mathematics 2011-12-12 Terence Tao , Van Vu