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We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit theorem in the limit of large dimension. Previous results about fluctuations of such determinants required that the first four moments of the matrix…

Probability · Mathematics 2019-03-19 Paul Bourgade , Krishnan Mody

The interplay between non-Hermiticity and disorder gives rise to unique universality classes of Anderson transitions. Here, we develop a field-theoretical description of non-Hermitian disordered systems based on fermionic replica nonlinear…

Disordered Systems and Neural Networks · Physics 2025-02-10 Ze Chen , Kohei Kawabata , Anish Kulkarni , Shinsei Ryu

Non-Hermitian random matrices have been utilized in such diverse fields as dissipative and stochastic processes, mesoscopic physics, nuclear physics, and neural networks. However, the only known universal level-spacing statistics is that of…

Statistical Mechanics · Physics 2020-06-08 Ryusuke Hamazaki , Kohei Kawabata , Naoto Kura , Masahito Ueda

We demonstrate general classifications of Riemann surface topology generated by multiple arbitrary-order exceptional points of quasi-stationary states. Our studies reveal all possible product permutations of holonomy matrices that describe…

Optics · Physics 2022-07-26 Jung-Wan Ryu , Jae-Ho Han , Chang-Hwan Yi

Log-Euclidean distances are commonly used to quantify the similarity between positive definite matrices using geometric considerations. This paper analyzes the behavior of this distance when it is used to measure closeness between…

Signal Processing · Electrical Eng. & Systems 2024-08-09 Xavier Mestre , Roberto Pereira

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

Mathematical Physics · Physics 2016-12-07 Tom Claeys , Manuela Girotti , Dries Stivigny

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

Probability · Mathematics 2020-08-03 Nicholas A. Cook , Walid Hachem , Jamal Najim , David Renfrew

For a large $n\times m$ Gaussian matrix, we compute the joint statistics, including large deviation tails, of generalized and total variance - the scaled log-determinant $H$ and trace $T$ of the corresponding $n\times n$ covariance matrix.…

Statistical Mechanics · Physics 2016-04-29 Fabio Deelan Cunden , Pierpaolo Vivo

We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…

Probability · Mathematics 2025-09-24 Albert Zhang

A generalized non-Hermitian oscillator Hamiltonian is proposed that consists of additional linear terms which break PT-symmetry explicitly. The model is put into an equivalent Hermitian form by means of a similarity transformation and the…

Quantum Physics · Physics 2008-07-24 Bijan Bagchi , Toshiaki Tanaka

Random non-Hermitian Jacobi matrices $J_n$ of increasing dimension $n$ are considered. We prove that the normalized eigenvalue counting measure of $J_n$ converges weakly to a limiting measure $\mu$ as $n\to\infty$. We also extend to the…

Mathematical Physics · Physics 2007-05-23 Ilya Ya Goldsheid , Boris A Khoruzhenko

A nonzero nonnegative definite hermitian m by m matrix A has increasing principal minors if the value of each principle minor of A is not less than the value each of its subminors. For $m>1$ we show $A$ has increasing principal minors if…

Classical Analysis and ODEs · Mathematics 2013-01-22 Shmuel Friedland

Non-Hermitian systems exhibit a distinctive type of wave propagation, due to the intricate interplay of non-Hermiticity and disorder. Here, we investigate the spreading dynamics in the archetypal non-Hermitian Aubry-Andr\'e model with…

Disordered Systems and Neural Networks · Physics 2024-12-03 Ze-Yu Xing , Shu Chen , Haiping Hu

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

Quantum Physics · Physics 2009-11-13 M. B. Hastings

We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…

Probability · Mathematics 2024-01-03 Laura Shou , Ramon van Handel

We prove a quantitative deterministic equivalence theorem for the logarithmic potentials of deterministic complex $N\times N$ matrices subject to small random perturbations. We show that with probability close to $1$ this log-potential is,…

Spectral Theory · Mathematics 2020-01-27 Martin Vogel , Ofer Zeitouni

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…

Quantum Physics · Physics 2009-11-07 Zafar Ahmed , Sudhir R. Jain

We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…

Probability · Mathematics 2025-08-18 Ahmet Keles

A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…

High Energy Physics - Theory · Physics 2008-02-03 B. Eynard

We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its $k$-point correlation function in the bulk away from the real line converges to a universal…

Probability · Mathematics 2024-04-29 Sofiia Dubova , Kevin Yang