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We illustrate a general method for calculating spectral statistics that combines the universal (Random Matrix Theory limit) and the non-universal (trace-formula-related) contributions by giving a heuristic derivation of the three-point…

Mathematical Physics · Physics 2015-06-16 E. Bogomolny , J. P. Keating

The spectral densities of ensembles of non-Hermitian sparse random matrices are analysed using the cavity method. We present a set of equations from which the spectral density of a given ensemble can be efficiently and exactly calculated.…

Disordered Systems and Neural Networks · Physics 2009-11-13 Tim Rogers , Isaac Perez Castillo

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

Probability · Mathematics 2025-11-18 Yi Han

We study the rate of convergence of the empirical spectral distribution of products of independent non-Hermitian random matrices to the power of the Circular Law. The distance to the deterministic limit distribution will be measured in…

Probability · Mathematics 2021-04-12 Jonas Jalowy

We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}.…

Probability · Mathematics 2013-08-02 Evgenij Kritchevski , Benedek Valko , Balint Virag

Using thermodynamic arguments we find that the probability that there are no eigenvalues in the interval (-s,\infty) in the double scaling limit of Hermitean matrix models is O(exp(-s^{2m+1})) as s\to+\infty.Here m=1,2,3.. determine the…

High Energy Physics - Theory · Physics 2009-10-28 Yang Chen , Kasper J. Eriksen , Craig A. Tracy

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

Probability · Mathematics 2021-03-23 Jianfeng Yao , Wangjun Yuan

For a Haar random set $\mathcal{S}\subset U(d)$ of quantum gates we consider the uniform measure $\nu_\mathcal{S}$ whose support is given by $\mathcal{S}$. The measure $\nu_\mathcal{S}$ can be regarded as a…

Quantum Physics · Physics 2024-04-17 Piotr Dulian , Adam Sawicki

For a general class of large non-Hermitian random block matrices $\mathbf{X}$ we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization…

Probability · Mathematics 2018-02-27 Johannes Alt , Laszlo Erdos , Torben Krüger , Yuriy Nemish

A sparse random block matrix model suggested by the Hessian matrix used in the study of elastic vibrational modes of amorphous solids is presented and analyzed. By evaluating some moments, benchmarked against numerics, differences in the…

Disordered Systems and Neural Networks · Physics 2018-03-21 Giovanni M. Cicuta , Johannes Krausser , Rico Milkus , Alessio Zaccone

In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…

Mathematical Physics · Physics 2018-06-18 Renjie Feng , Gang Tian , Dongyi Wei

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Mehlig , M. Santer

The main object of this work is the top-dimensional Laplacian operator of a simplicial complex $K$. We study its spectral limiting behavior under a given non-trivial subdivision procedure $\text{div}$. It will be shown that in case…

Combinatorics · Mathematics 2023-01-02 Julian Märte

In this work we consider general non-Hermitian square random matrices $X$ that include a wide class of random band matrices with independent entries. Whereas the existence of limiting density is largely unknown for these inhomogeneous…

Probability · Mathematics 2025-01-22 Yi Han

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for…

Mathematical Physics · Physics 2010-12-21 Jinho Baik , Dong Wang

The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…

Mathematical Physics · Physics 2022-04-13 Giovanni M. Cicuta , Mario Pernici

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

We study the limiting spectral measure of large random Helson matrices and large random matrices of certain patterned structures. Given a real random variable $X \in L^{2+ \varepsilon}(\mathbb{P}) $ for some $\varepsilon > 0$ and…

Probability · Mathematics 2026-02-26 Yanqi Qiu , Guocheng Zhen

We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…

Probability · Mathematics 2020-09-18 Seong-Mi Seo