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

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We analyze a class of parametrized Random Matrix models, introduced by Rosenzweig and Porter, which is expected to describe the energy level statistics of quantum systems whose classical dynamics varies from regular to chaotic as a function…

Condensed Matter · Physics 2007-05-23 Nilanjana Datta , Herve Kunz

We investigate random matrices whose entries are obtained by applying a nonlinear kernel function to pairwise inner products between $n$ independent data vectors, drawn uniformly from the unit sphere in $\mathbb{R}^d$. This study is…

Probability · Mathematics 2023-05-09 Yue M. Lu , Horng-Tzer Yau

We study the high-dimensional asymptotic regimes of correlated Wishart matrices $d^{-1}\mathcal{Y}\mathcal{Y}^T$, where $\mathcal{Y}$ is a $n\times d$ Gaussian random matrix with correlated and non-stationary entries. We prove that under…

Probability · Mathematics 2022-06-17 Solesne Bourguin , Thanh Dang

We perform a Random Matrix Theory (RMT) analysis of the quantum four-state chiral Potts chain for different sizes of the chain up to size L=8. Our analysis gives clear evidence of a Gaussian Orthogonal Ensemble statistics, suggesting the…

Statistical Mechanics · Physics 2008-11-26 J. -Ch. Angles d'Auriac , J. -M. Maillard , C. M. Viallet

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

Probability · Mathematics 2020-01-22 Werner Kirsch , Thomas Kriecherbauer

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

Motivated by the statistical fluctuation of Dirac spectrum of QCD-like theories subjected to (pseudo)reality-violating perturbations and in the epsilon-regime, we compute the smallest eigenvalue distribution and the level spacing…

High Energy Physics - Lattice · Physics 2013-12-18 Shinsuke M. Nishigaki

We consider high-dimensional Wishart matrices $d^{-1}\mathcal{X}_{n,d}\mathcal{X}_{n,d}^T$, associated with a rectangular random matrix $\mathcal{X}_{n,d}$ of size $n\times d$ whose entries are jointly Gaussian and correlated. Even if we…

Probability · Mathematics 2021-10-11 Ivan Nourdin , Guangqu Zheng

We numerically analyze the random matrix ensembles of real-symmetric matrices with column/row constraints for many system conditions e.g. disorder type, matrix-size and basis-connectivity. The results reveal a rich behavior hidden beneath…

Statistical Mechanics · Physics 2015-10-28 Suchetana Sadhukhan , Pragya Shukla

The random matrix ensembles (RMT) of quantum statistical Hamiltonian operators, e.g.Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…

Exactly Solvable and Integrable Systems · Physics 2008-06-10 Mark Mineev-Weinstein , Mihai Putinar , Razvan Teodorescu

The mobility edge, as a central concept in disordered models for localization-delocalization transitions, has rarely been discussed in the context of random matrix theory (RMT). Here we report a new class of random matrix model by direct…

Disordered Systems and Neural Networks · Physics 2023-11-16 Xiaoshui Lin , Guang-Can Guo , Ming Gong

A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…

Nuclear Theory · Physics 2009-10-31 M. S. Hussein , M. P. Pato

In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the…

Probability · Mathematics 2021-12-28 Jeffrey Kuan , Zhengye Zhou

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

We apply random matrix theory to complex networks. We show that nearest neighbor spacing distribution of the eigenvalues of the adjacency matrices of various model networks, namely scale-free, small-world and random networks follow…

Adaptation and Self-Organizing Systems · Physics 2016-09-08 Jayendra N. Bandyopadhyay , Sarika Jalan

We investigate the spectra of adjacency matrices of multiplex networks under random matrix theory (RMT) framework. Through extensive numerical experiments, we demonstrate that upon multiplexing two random networks, the spectra of the…

Statistical Mechanics · Physics 2021-11-10 Tanu Raghav , Sarika Jalan

We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

Statistics Theory · Mathematics 2020-01-03 Marco Chiani , Alberto Zanella

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

This is a comprehensive review of the random-matrix approach to the theory of phase-coherent conduction in mesocopic systems. The theory is applied to a variety of physical phenomena in quantum dots and disordered wires, including universal…

Mesoscale and Nanoscale Physics · Physics 2008-02-03 C. W. J. Beenakker
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