Related papers: The Wishart--Rosenzweig--Porter random matrix ense…
We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\bf H})= \exp[-{\rm Tr}V({\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…
Some recent publications by authors from the University of Maryland analyse the fluctuations of multi-port model parameters in stochastic environments. These authors use random matrix theory (RMT) for estimates concerning eigenfunction…
Random matrix theory, particularly using matrices akin to the Wishart ensemble, has proven successful in elucidating the thermodynamic characteristics of critical behavior in spin systems across varying interaction ranges. This paper…
We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…
We introduce a two-parameter ensemble of generalized $2\times 2$ real symmetric random matrices called the $\beta$-Rosenzweig-Porter ensemble (\brpe), parameterized by $\beta$, a fictitious inverse temperature of the analogous Coulomb gas…
This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in particular studied byBru. The mean field convergence of the…
We consider the random geometric graph on $n$ vertices drawn uniformly from a $d$--dimensional sphere. We focus on the sparse regime, when the expected degree is constant independent of $d$ and $n$. We show that, when $d$ is larger than $n$…
Complex quantum systems consisting of large numbers of strongly coupled states exhibit characteristic level repulsion, leading to a non-Poisson spacing distribution which can be described by Random Matrix Theory. Scattering resonances…
We study the evolution of the hybrid entangled states in a bipartite (ultra) strongly coupled qubit-oscillator system. Using the generalized rotating wave approximation the reduced density matrices of the qubit and the oscillator are…
We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et al. (2001), synthetic multifractal fields are obtained from…
We show Poisson statistics for random band matrices which diagonal entries have Gaussian components. These components are possibly as small as $n^{-\varepsilon}$. Particularly, our result is applicable for a band matrix cut from the GUE…
The statistical behaviour of the smallest eigenvalue has important implications for systems which can be modeled using a Wishart-Laguerre ensemble, the regular one or the fixed trace one. For example, the density of the smallest eigenvalue…
Recent work has explored data thinning, a generalization of sample splitting that involves decomposing a (possibly matrix-valued) random variable into independent components. In the special case of a $n \times p$ random matrix with…
In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian…
We consider the spreading of the wave packet in the generalized Rosenzweig-Porter random matrix ensemble in the region of non-ergodic extended states $1<\gamma<2$. We show that despite non-trivial fractal dimensions $0 < D_{q}=2-\gamma<1$…
We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…
We investigate the random eigenvalues coming from the beta-Laguerre ensemble with parameter p, which is a generalization of the real, complex and quaternion Wishart matrices of parameter (n,p). In the case that the sample size n is much…
We propose a random matrix modeling for the parametric evolution of eigenstates. The model is inspired by a large class of quantized chaotic systems. Its unique feature is having parametric invariance while still possessing the…