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Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

Probability · Mathematics 2014-09-02 Mohamed Bouali

While every matrix admits a singular value decomposition, in which the terms are pairwise orthogonal in a strong sense, higher-order tensors typically do not admit such an orthogonal decomposition. Those that do have attracted attention…

Algebraic Geometry · Mathematics 2015-12-29 Ada Boralevi , Jan Draisma , Emil Horobet , Elina Robeva

A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…

Statistical Mechanics · Physics 2019-07-03 Maciej M. Duras

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

Quantum Physics · Physics 2021-03-31 Salvatore F. E. Oliviero , Lorenzo Leone , Francesco Caravelli , Alioscia Hamma

We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…

Probability · Mathematics 2007-05-23 Wolfgang Koenig

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jon Keating , Francesco Mezzadri

Tensors are a fundamental data structure for many scientific contexts, such as time series analysis, materials science, and physics, among many others. Improving our ability to produce and handle tensors is essential to efficiently address…

Machine Learning · Statistics 2026-02-12 Wilson G. Gregory , Josué Tonelli-Cueto , Nicholas F. Marshall , Andrew S. Lee , Soledad Villar

We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some…

Probability · Mathematics 2013-05-28 Vladimir I. Bogachev , Egor D. Kosov , Ivan Nourdin , Guillaume Poly

Eigenvalue distributions are important dynamical quantities in matrix models, and it is an interesting challenge to study corresponding quantities in tensor models. We study real tensor eigenvalue/vector distributions for real symmetric…

High Energy Physics - Theory · Physics 2022-12-16 Naoki Sasakura

We study Hamiltonian and symplectic tensor structures in the T-product algebra. We define T-Hamiltonian and T-symplectic tensors and characterize them through their Fourier-domain slices. For T-Hamiltonian tensors we establish the standard…

Numerical Analysis · Mathematics 2026-05-21 Susana Lopez-Moreno , Taehyeong Kim

Vector algebra is a powerful and needful tool for Physics but unfortunately, due to lack of mathematical skills, it becomes misleading for first undergraduate courses of science and engineering studies. Standard vector identities are…

General Physics · Physics 2009-04-14 Miguel Angel Rodriguez-Valverde , Maria Tirado-Miranda

We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…

Mathematical Physics · Physics 2021-02-05 Anthony Mays , Anita Ponsaing , Gregory Schehr

In data processing and machine learning, an important challenge is to recover and exploit models that can represent accurately the data. We consider the problem of recovering Gaussian mixture models from datasets. We investigate symmetric…

Algebraic Geometry · Mathematics 2022-06-22 Rima Khouja , Pierre-Alexandre Mattei , Bernard Mourrain

In this article, we define the matricization of a tensor and we present some properties of the matricization. After that, we define the determinant of a tensor and we present some properties of the determinant. We define the covariance…

Probability · Mathematics 2021-08-19 Yurii Yurchenko

We calculate connected correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles by the replica method in the 1/N-expansion. We obtain averaged one-point Green's functions up to the next-to-leading order O(1/N) and…

Condensed Matter · Physics 2008-11-26 Chigak Itoi , Hisamitsu Mukaida , Yoshinori Sakamoto

We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…

Mathematical Physics · Physics 2023-06-14 Marcel Novaes

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

Eigenvalue distributions are important dynamical quantities in matrix models, and it is a challenging problem to derive them in tensor models. In this paper, we consider real symmetric order-three tensors with Gaussian distributions as the…

High Energy Physics - Theory · Physics 2022-12-16 Naoki Sasakura

Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation…

Mathematical Physics · Physics 2015-05-13 Dang-Zheng Liu , Da-Sheng Zhou