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A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…

Probability · Mathematics 2019-10-02 Jose Angel Sanchez Gomez , Victor Amaya Carvajal

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

Disordered Systems and Neural Networks · Physics 2025-08-28 Joseph W. Baron

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

Quantum counterparts of certain simple classical systems can exhibit chaotic behaviour through the statistics of their energy levels and the irregular spectra of chaotic systems are modelled by eigenvalues of infinite random matrices. We…

Mathematical Physics · Physics 2016-12-21 C. T. J. Dodson

As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ensemble (GOE): the even-location singular values are…

Probability · Mathematics 2015-04-27 Folkmar Bornemann , Michael La Croix

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

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…

Mathematical Physics · Physics 2015-04-23 Yan V. Fyodorov , André Nock

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

We consider the real eigenfunctions of the Schr\"odinger operator on graphs, and count their nodal domains. The number of nodal domains fluctuates within an interval whose size equals the number of bonds $B$. For well connected graphs, with…

Chaotic Dynamics · Physics 2009-11-10 Sven Gnutzmann , Uzy Smilansky , Joachim Weber

The nodal edge count of an eigenvector of the Laplacian of a graph is the number of edges on which it changes sign. This quantity extends to any real symmetric $n\times n$ matrix supported on a graph $G$ with $n$ vertices. The average nodal…

Mathematical Physics · Physics 2024-04-05 Lior Alon , John Urschel

It is conjectured that the eigenvalues of random Schrodinger operators at the localization transition in dimensions d>=2 behave like the eigenvalues of the Gaussian Orthogonal Ensemble (GOE). We show that there are sequences of n by m boxes…

Probability · Mathematics 2015-09-25 Benedek Valko , Balint Virag

We investigate the spectral properties of a generalized GOE (Gaussian Orthogonal Ensemble) capable of describing critical statistics. The joint distribution of eigenvalues of this model is expressed as the diagonal element of the density…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. M. Garcia-Garcia , J. J. M. Verbaarschot

An eigenfunction of the Laplacian on a metric (quantum) graph has an excess number of zeros due to the graph's non-trivial topology. This number, called the nodal surplus, is an integer between 0 and the graph's first Betti number $\beta$.…

Mathematical Physics · Physics 2022-07-13 Lior Alon , Ram Band , Gregory Berkolaiko

We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…

Mathematical Physics · Physics 2021-02-05 Anthony Mays , Anita Ponsaing , Gregory Schehr

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

Probability · Mathematics 2022-10-10 Laszlo Erdos , Benjamin McKenna

Let $G$ be a simple, connected graph on $n$ vertices, and further assume that $G$ has disjoint cycles. Let $h$ be a real symmetric matrix supported on $G$ (for example, a discrete Schr\"odinger operator). The eigenvalues of $h$ are ordered…

Mathematical Physics · Physics 2024-03-05 Lior Alon , Mark Goresky

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

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · Physics 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…

Information Theory · Computer Science 2014-10-21 Marco Chiani

Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c(w,x) as well as the distributions…

Chaotic Dynamics · Physics 2009-07-17 Oleh Hul , Petr Seba , Leszek Sirko
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