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We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm

We derive an accurate lower tail estimate on the lowest singular value $\sigma_1(X-z)$ of a real Gaussian (Ginibre) random matrix $X$ shifted by a complex parameter $z$. Such shift effectively changes the upper tail behaviour of the…

Numerical Analysis · Mathematics 2022-11-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

We study the eigenvalue of the Wigner random matrix, which is created from a time series with temporal correlation. We observe the deformation of the semi-circle law which is similar to the eigenvalue distribution of the Wigner-L\`{e}vy…

Statistical Mechanics · Physics 2025-08-12 Masato Hisakado , Takuya Kaneko

Consider a high-dimensional Wishart matrix $\bd{W}=\bd{X}^T\bd{X}$ where the entries of $\bd{X}$ are i.i.d. random variables with mean zero, variance one, and a finite fourth moment $\eta$. Motivated by problems in signal processing and…

Probability · Mathematics 2024-10-22 Tiefeng Jiang , Yongcheng Qi

We investigate the phase transition in a three-dimensional classical Heisenberg magnet with planar defects, i.e., disorder perfectly correlated in two dimensions. By applying a strong-disorder renormalization group, we show that the…

Statistical Mechanics · Physics 2010-04-08 Priyanka Mohan , Rajesh Narayanan , Thomas Vojta

Gauged N=8 supergravity in four dimensions is now known to admit a deformation characterized by a real parameter $\omega$ lying in the interval $0\le\omega\le \pi/8$. We analyse the fluctuations about its anti-de Sitter vacuum, and show…

High Energy Physics - Theory · Physics 2015-02-20 A. Borghese , Y. Pang , C. N. Pope , E. Sezgin

The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Van Vu

We prove that a very general class of $N\times N$ Hermitian random band matrices is in the delocalized phase when the band width $W$ exceeds the critical threshold, $W\gg \sqrt{N}$. In this regime, we show that, in the bulk spectrum, the…

Probability · Mathematics 2025-06-10 László Erdős , Volodymyr Riabov

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

Probability · Mathematics 2010-06-01 Folkmar Bornemann

We treat an unbalanced shifted convolution sum of Fourier coefficients of cusp forms. As a consequence, we obtain an upper bound for correlation of three Hecke eigenvalues of holomorphic cusp forms $\sum_{H\leq h\leq…

Number Theory · Mathematics 2016-07-12 Yongxiao Lin

The dynamics of non-Hermitian quantum systems have taken on an increasing relevance in light of quantum devices which are not perfectly isolated from their environment. The interest in them also stems from their fundamental differences from…

Disordered Systems and Neural Networks · Physics 2023-08-29 Soumi Ghosh , Manas Kulkarni , Sthitadhi Roy

We perform large-scale numerical simulations to investigate the critical behavior of $k$-core percolation in two dimensions with an extended interaction range $r$. By systematically varying both the core index $k$ and the interaction range…

Statistical Mechanics · Physics 2026-05-26 Qiyuan Shi , Ming Li , Youjin Deng

We present evidence that decoherence can produce a smooth quantum-to-classical transition in nonlinear dynamical systems. High-resolution tracking of quantum and classical evolutions reveals differences in expectation values of…

Quantum Physics · Physics 2009-10-31 Salman Habib , Kosuke Shizume , Wojciech Hubert Zurek

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

Classical Analysis and ODEs · Mathematics 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…

Probability · Mathematics 2024-12-24 Simona Diaconu

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Probability · Mathematics 2022-06-30 Dang-Zheng Liu , Lu Zhang

We prove the Paquette-Zeitouni law of fractional logarithm (LFL) for the extreme eigenvalues [arXiv:1505.05627] in full generality, and thereby verify a conjecture from [arXiv:1505.05627]. Our result holds for any Wigner minor process and…

Probability · Mathematics 2025-10-02 Zhigang Bao , Giorgio Cipolloni , László Erdős , Joscha Henheik , Oleksii Kolupaiev

We introduce the new notion of a conjugate weight function and provide a detailed study of this operation and its properties. Then we apply this knowledge to study classes of ultradifferentiable functions defined in terms of fast growing…

Functional Analysis · Mathematics 2026-03-31 Gerhard Schindl

Correlators describing the vulcanization transition are constructed and explored via a renormalization group approach. This approach is based on a minimal model that accounts for the thermal motion of constituents and the quenched random…

Disordered Systems and Neural Networks · Physics 2007-05-23 Weiqun Peng , Paul M. Goldbart
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