Related papers: Gaussian Multiplicative Chaos for i.i.d. matrices
In the study of subdiffusive wave-packet spreading in disordered Klein-Gordon (KG) nonlinear lattices, a central open question is whether the motion continues to be chaotic despite decreasing densities, or tends to become quasi-periodic as…
We investigate the low moments $\mathbb{E}[|A_N|^{2q}], 0<q\leq 1$ of {secular coefficients} $A_N$ of the {critical non-Gaussian holomorphic multiplicative chaos}, i.e. coefficients of $z^N$ in the power series expansion of…
In this note we continue the study of imaginary multiplicative chaos $\mu_\beta := \exp(i \beta \Gamma)$, where $\Gamma$ is a two-dimensional continuum Gaussian free field. We concentrate here on the fine-scale analytic properties of…
In this note we explore the chaotic behavior of non-integrable QFTs and compare them to integrable ones. We choose as prototypes the double sine-Gordon and the sine-Gordon models. We analyze their discrete spectrum determined by a…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…
This paper introduces a new framework to study the asymptotical behavior of the empirical distribution function (e.d.f.) of Gaussian vector components, whose correlation matrix $\Gamma^{(m)}$ is dimension-dependent. Hence, by contrast with…
We introduce a two-parameter ensemble of generalized $2\times 2$ real symmetric random matrices called the $\beta$-Rosenzweig-Porter ensemble (\brpe), parameterized by $\beta$, a fictitious inverse temperature of the analogous Coulomb gas…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
To treat the spectral statistics of quantum maps and flows that are fully chaotic classically, we use the rigorous Riemann-Siegel lookalike available for the spectral determinant of unitary time evolution operators $F$. Concentrating on…
We investigate the numerical approximation of integrals over $\mathbb{R}^d$ equipped with the standard Gaussian measure $\gamma$ for integrands belonging to the Gaussian-weighted Sobolev spaces $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed…
We compute the leading order asymptotic of the maximum of the characteristic polynomial for i.i.d. matrices with real or complex entries. In particular, this result is new even for real Ginibre matrices, which was left as an open problem in…
We prove an LDP for the empirical measure of complex zeros of a Gaussian random complex polynomial of degree N of one variable as N tends to infinity. The Gaussian measure is induced by an inner product defined by a smooth weight (Hermitian…
We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…
The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…
We give a path integral construction of the quantum mechanical partition function for gauged finite groups. Our construction gives the quantization of a system of $d$, $N\times N$ matrices invariant under the adjoint action of the symmetric…
Quantized, compact graphs were shown to be excellent paradigms for quantum chaos in bounded systems. Connecting them with leads to infinity we show that they display all the features which characterize scattering systems with an underlying…
In the context of the mixing dynamical systems we present a derivation of the Gaussian ensembles distributions from mixing quantum systems having a classical analog that is mixing. We find that mixing factorization property is satisfied for…