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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

It has been shown by Akemann, Ipsen and Kieburg that the squared singular values of products of $M$ rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a…

Probability · Mathematics 2015-06-09 Dang-Zheng Liu , Dong Wang , Lun Zhang

We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…

Statistical Mechanics · Physics 2009-11-13 Hans-Jürgen Sommers , Waldemar Wieczorek

The eigenvalue statistics for complex $N \times N$ Wishart matrices $X_{r,s}^\dagger X_{r,s}$, where $ X_{r,s}$ is equal to the product of $r$ complex Gaussian matrices, and the inverse of $s$ complex Gaussian matrices, are considered. In…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester

Linearizing the Heisenberg equations of motion around the ground state of an interacting quantum many-body system, one gets a time-evolution generator in the positive cone of a real symplectic Lie algebra. The presence of disorder in the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 T. Lueck , H. -J. Sommers , M. R. Zirnbauer

Strongly non-Gaussian ensembles of large random matrices possessing unitary symmetry and logarithmic level repulsion are studied both in presence and absence of hard edge in their energy spectra. Employing a theory of polynomials orthogonal…

Condensed Matter · Physics 2009-10-28 V. Freilikher , E. Kanzieper , I. Yurkevich

We study the moment-generating functions (MGF) for linear eigenvalue statistics of Jacobi unitary, symplectic and orthogonal ensembles. By expressing the MGF as Fredholm determinants of kernels of finite rank, we show that the mean and…

Mathematical Physics · Physics 2023-08-21 Chao Min , Yang Chen

We consider the Wigner minor process, i.e. the eigenvalues of an $N\times N$ Wigner matrix $H^{(N)}$ together with the eigenvalues of all its $n\times n$ minors, $H^{(n)}$, $n\le N$. The top eigenvalues of $H^{(N)}$ and those of its…

Probability · Mathematics 2025-09-16 Zhigang Bao , Giorgio Cipolloni , László Erdős , Joscha Henheik , Oleksii Kolupaiev

Our study is initiated by a multi-component particle system underlying the tiling of a half hexagon by three species of rhombi. In this particle system species $j$ consists of $\lfloor j/2 \rfloor$ particles which are interlaced with…

Probability · Mathematics 2010-06-16 Peter J. Forrester , Eric Nordenstam

This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…

Numerical Analysis · Mathematics 2019-05-03 Toni Karvonen , Simo Särkkä

We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in…

Probability · Mathematics 2015-04-17 Paul Bourgade , Laszlo Erdos , Hong-Tzer Yau , Jun Yin

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

Probability · Mathematics 2025-02-19 Bertrand Stone , Fan Yang , Jun Yin

We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…

Probability · Mathematics 2017-06-21 Dang-Zheng Liu

Understanding how neural networks transform input data across layers is fundamental to unraveling their learning and generalization capabilities. Although prior work has used insights from kernel methods to study neural networks, a global…

Machine Learning · Computer Science 2024-10-30 Amir Joudaki , Thomas Hofmann

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

In this paper, a generalized finite element method (GFEM) with optimal local approximation spaces for solving high-frequency heterogeneous Helmholtz problems is systematically studied. The local spaces are built from selected eigenvectors…

Numerical Analysis · Mathematics 2022-09-15 Chupeng Ma , Christian Alber , Robert Scheichl

The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the…

Probability · Mathematics 2012-01-31 Laszlo Erdos , Horng-Tzer Yau

We study the expectation values of observables and correlation functions at long times after a global quantum quench. Our focus is on metallic (`gapless') fermionic many-body models and small quenches. The system is prepared in an…

Strongly Correlated Electrons · Physics 2017-01-30 D. M. Kennes , J. C. Pommerening , J. Diekmann , C. Karrasch , V. Meden

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

Mathematical Physics · Physics 2010-07-30 Tom Claeys , Arno B. J. Kuijlaars

We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…

Probability · Mathematics 2021-12-30 Vadim Gorin , Victor Kleptsyn