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We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…

Mathematical Physics · Physics 2014-12-05 Claudio Cacciapuoti , Anna Maltsev , Benjamin Schlein

Recent work has proposed fading ergodicity as a mechanism for many-body ergodicity breaking. Here, we show that two paradigmatic random matrix ensembles -- the Rosenzweig-Porter model and the ultrametric model -- fall within the same…

Statistical Mechanics · Physics 2026-03-26 Rafał Świętek , Maksymilian Kliczkowski , Miroslav Hopjan , Lev Vidmar

We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

Statistical Mechanics · Physics 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

We consider the deformed Laguerre Ensemble $H_n=\dfrac{1}{m}\Sigma_n^{1/2}A_{m,n}A_{m,n}^*\Sigma_n^{1/2}$ in which $\Sigma_n$ is a positive hermitian matrix (possibly random) and $A_{m,n}$ is a $n\times m$ complex Gaussian random matrix…

Mathematical Physics · Physics 2010-01-13 Tatyana Shcherbyna

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

Probability · Mathematics 2015-04-16 Laszlo Erdos , Kevin Schnelli

We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$…

Mathematical Physics · Physics 2008-04-15 T. Shcherbina

We present a self-consistent numerical approach to solve the Gutzwiller variational problem for general multi-band models with arbitrary on-site interaction. The proposed method generalizes and improves the procedure derived by Deng et al.,…

Strongly Correlated Electrons · Physics 2015-05-30 Nicola Lanatà , Hugo U. R. Strand , Xi Dai , Bo Hellsing

We study the ultrametric random matrix ensemble, whose independent entries have variances decaying exponentially in the metric induced by the tree topology on $\mathbb{N}$, and map out the entire localization regime in terms of…

Probability · Mathematics 2018-07-27 Per von Soosten , Simone Warzel

We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

Probability · Mathematics 2020-08-20 Zhigang Bao , Kevin Schnelli , Yuanyuan Xu

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…

Mathematical Physics · Physics 2015-05-27 Tatyana Shcherbina

We prove a local law and eigenvector delocalization for general Wigner-type matrices. Our methods allow us to get the best possible interval length and optimal eigenvector delocalization in the dense case, and the first results of such kind…

Probability · Mathematics 2019-04-12 Ioana Dumitriu , Yizhe Zhu

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Mathematical Physics · Physics 2021-07-14 Arka Adhikari , Marius Lemm , Horng-Tzer Yau

We show that the mean time, which a quantum particle needs to escape from a system to the environment, is quantized and independent from most dynamical details of the system. In particular, we consider a quantum system with a general…

Quantum Physics · Physics 2020-08-19 Felix Thiel , David A. Kessler , Eli Barkai

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

Probability · Mathematics 2021-12-22 Sung-Soo Byun , Seong-Mi Seo

These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…

Probability · Mathematics 2018-09-11 Florent Benaych-Georges , Antti Knowles

We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting spectral density of the polynomials always has a square root…

Probability · Mathematics 2023-09-01 Jacob Fronk , Torben Krüger , Yuriy Nemish

For a general class of large non-Hermitian random block matrices $\mathbf{X}$ we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization…

Probability · Mathematics 2018-02-27 Johannes Alt , Laszlo Erdos , Torben Krüger , Yuriy Nemish

In this work we consider general non-Hermitian square random matrices $X$ that include a wide class of random band matrices with independent entries. Whereas the existence of limiting density is largely unknown for these inhomogeneous…

Probability · Mathematics 2025-01-22 Yi Han

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Statistical Mechanics · Physics 2009-11-13 David S. Dean , Satya N. Majumdar

We develop a systematically general theory of one-dimensional (1D) non-Hermitian systems, elaborating on the energy bands, the band degeneracy, and the defectiveness of eigenstates under open boundary conditions. We analyze the band…

Mesoscale and Nanoscale Physics · Physics 2022-02-22 Yongxu Fu , Shaolong Wan
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