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The generic behavior of purely dissipative open quantum many-body systems with local dissipation processes can be investigated using random matrix theory, revealing a hierarchy of decay timescales of observables organized by their…

Quantum Physics · Physics 2024-02-12 Nick D. Hartmann , Jimin L. Li , David J. Luitz

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

Mathematical Physics · Physics 2008-03-06 N. Orantin

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 explore the boundaries of sine kernel universality for the eigenvalues of Gaussian perturbations of large deterministic Hermitian matrices. Equivalently, we study for deterministic initial data the time after which Dyson's Brownian…

Probability · Mathematics 2019-12-05 Tom Claeys , Thorsten Neuschel , Martin Venker

We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…

Soft Condensed Matter · Physics 2011-10-25 Mark J. Pond , Jeffrey R. Errington , Thomas M. Truskett

Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices.…

Probability · Mathematics 2012-04-03 Laszlo Erdos , Horng-Tzer Yau

We link the appearance of universal kernels in random matrix ensembles to the phenomenon of shock formation in some fluid dynamical equations. Such equations are derived from Dyson's random walks after a proper rescaling of the time. In the…

High Energy Physics - Theory · Physics 2011-02-28 Jean-Paul Blaizot , Maciej A. Nowak

We consider the increase of the spatial variance of some inhomogeneous, non-equilibrium density (particles, energy, etc.) in a periodic quantum system of condensed matter-type. This is done for a certain class of initial quantum states…

Statistical Mechanics · Physics 2009-10-23 Robin Steinigeweg , Hannu Wichterich , Jochen Gemmer

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…

Probability · Mathematics 2019-10-23 Giorgio Cipolloni , László Erdős , Torben Krüger , Dominik Schröder

This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…

Analysis of PDEs · Mathematics 2021-05-20 Charles Bertucci , Mérouane Debbah , Jean-Michel Lasry , Pierre-Louis Lions

The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…

Quantum Algebra · Mathematics 2008-01-29 Peter Elbau , Giovanni Felder

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

We demonstrate that the update of weight matrices in learning algorithms can be described in the framework of Dyson Brownian motion, thereby inheriting many features of random matrix theory. We relate the level of stochasticity to the ratio…

Disordered Systems and Neural Networks · Physics 2025-01-10 Gert Aarts , Biagio Lucini , Chanju Park

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

Probability · Mathematics 2019-01-10 Jacek Małecki , José Luis Pérez

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

Consider a random matrix of the form $W_n = M_n + D_n$, where $M_n$ is a Wigner matrix and $D_n$ is a real deterministic diagonal matrix ($D_n$ is commonly referred to as an external source in the mathematical physics literature). We study…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Van Vu