English
Related papers

Related papers: The Wishart--Rosenzweig--Porter random matrix ense…

200 papers

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

Typically, metallic systems localized under strong disorder exhibit a transition to \imk{delocalization} %finite conduction as kinetic terms increase. In this work, we reveal the opposite effect~--~increasing kinetic terms leads to an…

Disordered Systems and Neural Networks · Physics 2025-07-03 Roopayan Ghosh , Madhumita Sarkar , Ivan M. Khaymovich

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…

Probability · Mathematics 2016-09-28 Alex Bloemendal , Bálint Virág

Fractal dimensions are tools for probing the structure of quantum states and identifying whether they are localized or delocalized in a given basis. These quantities are commonly extracted through finite-size scaling, which limits the…

Disordered Systems and Neural Networks · Physics 2025-06-02 David A. Zarate-Herrada , Isaías Vallejo-Fabila , Lea F. Santos , E. Jonathan Torres-Herrera

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost…

Mathematical Physics · Physics 2019-02-20 Santosh Kumar

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

Probability · Mathematics 2020-11-04 Lucas Benigni

Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…

Mathematical Physics · Physics 2014-11-05 Vinayak

A deformed dielectric microcavity is used as an experimental platform for the analysis of the statistics of chaotic resonances, in the perspective of testing fractal Weyl laws at optical frequencies. In order to surmount the difficulties…

Chaotic Dynamics · Physics 2017-07-26 Domenico Lippolis , Li Wang , Yun-Feng Xiao

We show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…

Chaotic Dynamics · Physics 2007-05-23 Jamal Sakhr , John M. Nieminen

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

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 compare finite rank perturbations of the following three ensembles of complex rectangular random matrices: First, a generalised Wishart ensemble with one random and two fixed correlation matrices introduced by Borodin and P\'ech\'e,…

Mathematical Physics · Physics 2019-01-23 Gernot Akemann , Tomasz Checinski , Dang-Zheng Liu , Eugene Strahov

We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…

Probability · Mathematics 2017-05-11 Didier Chételat , Martin T. Wells

We study spectral behavior of sparsely connected random networks under the random matrix framework. Sub-networks without any connection among them form a network having perfect community structure. As connections among the sub-networks are…

Statistical Mechanics · Physics 2015-05-13 Sarika Jalan

The Gaussian Orthogonal Ensemble (GOE) of random matrices has been widely employed to describe diverse phenomena in strongly coupled quantum systems. An important prediction is that the decay rates of the GOE eigenstates fluctuate according…

Quantum Physics · Physics 2021-12-01 K. Hagino , G. F. Bertsch

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

In this paper, {the goal is to design deterministic sampling patterns on the sphere and the rotation group} and, thereby, construct sensing matrices for sparse recovery of band-limited functions. It is first shown that random sensing…

Information Theory · Computer Science 2020-04-22 Arya Bangun , Arash Behboodi , Rudolf Mathar

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…

Mathematical Physics · Physics 2013-11-13 Gernot Akemann , Jesper R. Ipsen , Mario Kieburg

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava