Related papers: Long-Range Correlated Random Matrices
In this paper, we show that the diagonal of a high-dimensional sample covariance matrix stemming from $n$ independent observations of a $p$-dimensional time series with finite fourth moments can be approximated in spectral norm by the…
We consider inhomogeneous spatial random graphs on the real line. Each vertex carries an i.i.d. weight and edges are drawn such that short edges and edges to vertices with large weights occur with higher probability. This allows the study…
This paper is devoted to the statistics of the quantum eigenfunctions in an ensemble of finite disordered systems (metallic grains). We focus on moments of inverse participation ratio. In the universal random matrix limit that corresponds…
Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized…
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…
The distribution of the ratios of consecutive eigenvalue spacings of random matrices has emerged as an important tool to study spectral properties of many-body systems. This article numerically investigates the eigenvalue ratios…
We investigate eigenvalues of many-body systems interacting by two-body forces as well as those of random matrices. We find a strong linear correlation between eigenvalues and diagonal matrix elements if both of them are sorted from the…
The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…
Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…
Macroscopic loop correlators are investigated in the hermitian one matrix model with the potential perturbed by the higher order curvature term. In the phase of smooth surfaces the model is equivalent to the minimal conformal matter coupled…
We analyze protein-protein interaction networks for six different species under the framework of random matrix theory. Nearest neighbor spacing distribution of the eigenvalues of adjacency matrices of the largest connected part of these…
We study the charge-density dynamics within the two-dimensional extended Hubbard model in the presence of long-range Coulomb interaction across the metal-insulator transition point. To take into account strong correlations we start from…
It is shown that the two-body character of the interaction in a many-body system gives rise to specific correlations between the components of compound states, even if this interaction is completely random. Surprisingly, these correlations…
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…
It recently has been found that methods of the statistical theories of spectra can be a useful tool in the analysis of spectra far from levels of Hamiltonian systems. Several examples originate from areas, such as quantitative linguistics…
Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
Percolation refers to an interesting class of problems related to the properties of disordered systems, usually formulated in terms of objects randomly placed on an underlying lattice or continuum. Despite the simplicity of the setup, most…