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We consider the statistics of overlaps between a mixed state and its image under random unitary transformations. Choosing the transformations from the unitary group with its invariant (Haar) measure, the distribution of overlaps depends…

Quantum Physics · Physics 2018-08-02 Lázaro Alonso , David Bermudez , Thomas Gorin

Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…

Statistical Mechanics · Physics 2025-10-15 Virgile Troude , Didier Sornette

Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…

Probability · Mathematics 2025-05-22 Horng-Tzer Yau , Jun Yin

A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…

Probability · Mathematics 2010-03-23 Martin Bender

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

Mathematical Physics · Physics 2015-04-20 Max R. Atkin

Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…

Probability · Mathematics 2022-06-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…

Condensed Matter · Physics 2009-10-28 Joshua Feinberg , A. Zee

In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure…

Mathematical Physics · Physics 2023-07-19 Gernot Akemann , Roger Tribe , Athanasios Tsareas , Oleg Zaboronski

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…

Probability · Mathematics 2013-09-17 Tiefeng Jiang , Danning Li

We study joint eigenvector distributions for large symmetric matrices in the presence of weak noise. Our main result asserts that every submatrix in the orthogonal matrix of eigenvectors converges to a multidimensional Gaussian…

Probability · Mathematics 2020-05-19 Jake Marcinek , Horng-Tzer Yau

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 Laszlo Erdos

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

The dynamics after a quantum quench is determined by the weights of the initial state in the eigenspectrum of the final Hamiltonian, i.e., by the distribution of overlaps in the energy spectrum. We present an analysis of such overlap…

Strongly Correlated Electrons · Physics 2016-02-19 Paolo P. Mazza , Jean-Marie Stéphan , Elena Canovi , Vincenzo Alba , Michael Brockmann , Masudul Haque

Consider a standard white Wishart matrix with parameters $n$ and $p$. Motivated by applications in high-dimensional statistics and signal processing, we perform asymptotic analysis on the maxima and minima of the eigenvalues of all the $m…

Statistics Theory · Mathematics 2019-05-22 T. Tony Cai , Tiefeng Jiang , Xiaoou Li

We study the spectra and eigenvectors of the adjacency matrices of scale-free networks when bi-directional interaction is allowed, so that the adjacency matrix is real and symmetric. The spectral density shows an exponential decay around…

Statistical Mechanics · Physics 2009-11-07 K. -I. Goh , B. Kahng , D. Kim

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

We present a non perturbative calculation technique providing the mixed moments of the overlaps between the eigenvectors of two large quantum Hamiltonians: $\hat{H}_0$ and $\hat{H}_0+\hat{W}$, where $\hat{H}_0$ is deterministic and…

Quantum Physics · Physics 2018-11-14 Grégoire Ithier , Saeed Ascroft

In this paper, we study the effect of sparsity on the appearance of outliers in the semi-circular law. Let $(W_n)_{n=1}^\infty$ be a sequence of random symmetric matrices such that each $W_n$ is $n\times n$ with i.i.d entries above and on…

Probability · Mathematics 2019-05-24 Konstantin Tikhomirov , Pierre Youssef

We show that for a general system of N s-wave point scatterers, there are always N eigenmodes. These eigenmodes or eigenchannels play the same role as spherical harmonics for a spherically symmetric target--they give a phase shift only. In…

Atomic Physics · Physics 2007-05-23 Sheng Li , Eric J. Heller

We investigate the spectral norms of symmetric $N \times N$ matrices from two pseudo-random ensembles. The first is the pseudo-Wigner ensemble introduced in "Pseudo-Wigner Matrices" by Soloveychik, Xiang and Tarokh and the second is its…

Probability · Mathematics 2017-08-16 Ilya Soloveychik , Vahid Tarokh
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