Related papers: The Wishart--Rosenzweig--Porter random matrix ense…
The entanglement spectrum, i.e., the full distribution of Schmidt eigenvalues of the reduced density matrix, contains more information than the conventional entanglement entropy and has been studied recently in several many-particle…
We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the standard first-order…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
In this paper we study the limiting distribution of the $k$ smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a…
We develop a multiscale approach to estimate high-dimensional probability distributions from a dataset of physical fields or configurations observed in experiments or simulations. In this way we can estimate energy functions (or…
The distribution of the ratios of consecutive eigenvalue spacings of random matrices has emerged as an important tool to study spectral properties of many-body systems. This article numerically investigates the eigenvalue ratios…
Three methods to describe collective motion, Random Phase Approximation (RPA), Wigner Function Moments (WFM) and the Green's Function (GF) method are compared in detail and their physical content analyzed on an example of a simple model,…
Wishart random matrix theory is of major importance for the analysis of correlated time series. The distribution of the smallest eigenvalue for Wishart correlation matrices is particularly interesting in many applications. In the complex…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
Around 1950, Wigner introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of random-matrix theory has grown tremendously, with…
We introduce a new ensemble of random bipartite graphs, which we term the `smearing ensemble', where each left node is connected to some number of consecutive right nodes. Such graphs arise naturally in the recovery of sparse wavelet…
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…
We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…
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…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
In this work, we investigate a symmetric deformed random matrix, which is obtained by perturbing the diagonal elements of the Wigner matrix. The eigenvector $\mathbf{x}_{\rm min}$ of the minimal eigenvalue $\lambda_{\rm min}$ of the…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
We study the time dynamics of random density matrices generated by evolving the same pure state using a Gaussian orthogonal ensemble (GOE) of Hamiltonians. We show that the spectral statistics of the resulting mixed state is well described…
We investigate the appearance of quantum chaos in a single many-body wave function by analyzing the statistical properties of the eigenvalues of its reduced density matrix $\rho_A$ of a spatial subsystem A. We find that the spectrum of…