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Non-Hermitian Wishart matrices were introduced in the context of quantum chromodynamics with a baryon chemical potential. These provide chiral extensions of the elliptic Ginibre ensembles as well as non-Hermitian extensions of the classical…

Probability · Mathematics 2024-02-29 Sung-Soo Byun , Kohei Noda

PT-symmetric systems can have a real spectrum even when their Hamiltonian is non-hermitian, but develop a complex spectrum when the degree of non-hermiticity increases. Here we utilize random-matrix theory to show that this spontaneous…

Quantum Physics · Physics 2011-06-24 Henning Schomerus

We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…

High Energy Physics - Theory · Physics 2008-11-26 P. Wiegmann , A. Zabrodin

We prove a multivariate central limit theorem for the numbers of critical points above a level with all possible indexes of a non-necessarily isotropic Gaussian random field. In particular, we discuss the non-degeneracy of the limit…

Probability · Mathematics 2024-04-04 Jean-Marc Azaïs , Federico Dalmao , Céline Delmas

In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…

Condensed Matter · Physics 2009-10-30 P. Zinn-Justin

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2015-05-27 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…

Mathematical Physics · Physics 2009-11-10 A. B. J. Kuijlaars , M. Vanlessen

We consider the least singular value of $M = R^* X T + U^* YV$, where $R,T,U,V$ are independent Haar-distributed unitary matrices and $X, Y$ are deterministic diagonal matrices. Under weak conditions on $X$ and $Y$, we show that the…

Probability · Mathematics 2020-08-26 Ziliang Che , Patrick Lopatto

Using a tensor renormalization group method with oblique projectors for an anisotropic tensor network, we confirm that the rescaled spectrum of transfer matrices at nonequilibrium critical points in the (1+1)-dimensional directed…

Statistical Mechanics · Physics 2020-08-26 Kenji Harada

Symmetries associated with complex conjugation and Hermitian conjugation, such as time-reversal symmetry and pseudo-Hermiticity, have great impact on eigenvalue spectra of non-Hermitian random matrices. Here, we show that time-reversal…

Disordered Systems and Neural Networks · Physics 2022-12-21 Zhenyu Xiao , Kohei Kawabata , Xunlong Luo , Tomi Ohtsuki , Ryuichi Shindou

We study $N \times N$ random band matrices $H = (H_{xy})$ with mean-zero complex Gaussian entries, where $x,y$ lie on the discrete torus $(\mathbb{Z} / \sqrt[d]{N} \mathbb{Z})^d$ in dimensions $d \ge 3$. The variance profile satisfies…

Probability · Mathematics 2025-12-19 Sofiia Dubova , Fan Yang , Horng-Tzer Yau , Jun Yin

We consider a square random matrix of size $N$ of the form $P(Y,A)$ where $P$ is a noncommutative polynomial, $A$ is a tuple of deterministic matrices converging in $\ast$-distribution, when $N$ goes to infinity, towards a tuple $a$ in some…

Probability · Mathematics 2019-06-26 Serban Belinschi , Charles Bordenave , Mireille Capitaine , Guillaume Cébron

We study random-matrix ensembles with a non-Gaussian probability distribution $P(H) \sim \exp (-N {\rm tr }\, V(H))$ where $N$ is the dimension of the matrix $H$ and $V(H)$ is independent of $N$. Using Efetov's supersymmetry formalism, we…

Condensed Matter · Physics 2009-10-22 G. Hackenbroich , H. A. Weidenmueller

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a…

Probability · Mathematics 2011-02-24 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral

Non-Hermitian matrices are ubiquitous in the description of nature ranging from classical dissipative systems, including optical, electrical, and mechanical metamaterials, to scattering of waves and open quantum many-body systems. Seminal…

Mesoscale and Nanoscale Physics · Physics 2024-07-08 Kang Yang , Zhi Li , J. Lukas K. König , Lukas Rødland , Marcus Stålhammar , Emil J. Bergholtz

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Mathematical Physics · Physics 2014-11-20 Mario Kieburg , Thomas Guhr

The symmetry properties which determine the critical exponents and universality classes in conservative sandpile models are identified. This is done by introducing a set of models, including all possible combinations of abelian vs.…

Condensed Matter · Physics 2007-05-23 O. Biham , E. Milshtein , S. Solomon

We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…

Disordered Systems and Neural Networks · Physics 2021-06-09 Antonio Tonatiúh Ramos Sánchez , Edgar Guzmán-González , Isaac Pérez Castillo , Fernando L. Metz