Related papers: Integrability enabled computations relating to the…
This paper gives a rigorous proof of a conjectured statistical self-similarity property of the eigenvalues random matrices from the Circular Unitary Ensemble. We consider on the one hand the eigenvalues of an $n \times n$ CUE matrix, and on…
In the recent paper [17] the first experimental determination of the density matrix of a free electron beam has been reported. The employed method leads to a linear inverse problem with a positive semidefinite operator as unknown. The…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…
For random matrices with tree-like structure there exists a recursive relation for the local Green functions whose solution permits to find directly many important quantities in the limit of infinite matrix dimensions. The purpose of this…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
Second order circularity, also called properness, for complex random variables is a well known and studied concept. In the case of quaternion random variables, some extensions have been proposed, leading to applications in quaternion signal…
Intrinsic complexity of a relation on a given computable structure is captured by the notion of its degree spectrum - the set of Turing degrees of images of the relation in all computable isomorphic copies of that structure. We investigate…
Spectral form factor (SFF), one of the key quantity from random matrix theory, serves as an important tool to probe universality in disordered quantum systems and quantum chaos. In this work, we present exact closed-form expressions for the…
We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…
Given a joint probability density function of $N$ real random variables, $\{x_j\}_{j=1}^{N},$ obtained from the eigenvector-eigenvalue decomposition of $N\times N$ random matrices, one constructs a random variable, the linear statistics,…
The purpose of this paper is to establish bounds on the rate of convergence of the conjugate gradient algorithm when the underlying matrix is a random positive definite perturbation of a deterministic positive definite matrix. We estimate…
Starting from a result of Stewart, Tijdeman and Ruzsa on iterated difference sequences, we introduce the notion of iterated compositions of linear operations. We prove a general result on the stability of such compositions (with bounded…
We consider an ensemble of random density matrices distributed according to the Bures measure. The corresponding joint probability density of eigenvalues is described by the fixed trace Bures-Hall ensemble of random matrices which, in turn,…
A new density matrix and corresponding quantum kinetic equations are introduced for fermions undergoing coherent evolution either in time (coherent particle production) or in space (quantum reflection). A central element in our derivation…
In a recent letter [Europhys. Lett. 95, 13001 (2011)] the question of whether the density of a time-dependent quantum system determines its external potential was reformulated as a fixed point problem. This idea was used to generalize the…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
Density matrix embedding theory (Phys. Rev. Lett. 109, 186404 (2012)) and density embedding theory ((Phys. Rev. B 89, 035140 (2014)) have recently been introduced for model lattice Hamiltonians and molecular systems. In the present work,…