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We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

Condensed Matter · Physics 2009-10-30 B. Eynard

Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…

Statistical Mechanics · Physics 2010-10-21 Boris A. Khoruzhenko , Hans-Juergen Sommers , Karol Zyczkowski

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

Probability · Mathematics 2014-10-28 Friedrich Götze , Martin Venker

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

We derive exact analytical expressions for correlation functions of singular values of the product of $M$ Ginibre matrices of size $N$ in the double scaling limit $M,N\rightarrow \infty$. The singular value statistics is described by a…

Mathematical Physics · Physics 2020-12-03 Gernot Akemann , Zdzislaw Burda , Mario Kieburg

Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…

High Energy Physics - Theory · Physics 2009-10-31 K. Splittorff

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

The eigendecomposition of the coupling matrix of large biological networks is central to the study of the dynamics of these networks. For neural networks, this matrix should reflect the topology of the network and conform with Dale's law…

Neurons and Cognition · Quantitative Biology 2015-09-08 Hervé Rouault , Shaul Druckmann

The relation between random normal matrices and conformal mappings discovered by Wiegmann and Zabrodin is made rigorous by restricting normal matrices to have spectrum in a bounded set. It is shown that for a suitable class of potentials…

Quantum Algebra · Mathematics 2008-01-29 Peter Elbau , Giovanni Felder

We show how the interplay of non-linear dynamics, self-gravity, and fluctuations leads to self-affine behavior of matter density correlations quite generically, i.e., with a power-law exponent whose value does not depend in a very direct…

Astrophysics · Physics 2007-05-23 A. Dominguez , D. Hochberg , J. M. Martin-Garcia , J. Perez-Mercader , L. S. Schulman

In a previous contribution (H.J. Stoeckmann, J. Phys. A35, 5165 (2002)), the density of states was calculated for a billiard with randomly distributed delta-like scatterers, doubly averaged over the positions of the impurities and the…

Disordered Systems and Neural Networks · Physics 2008-11-26 Thomas Guhr , Hans-Juergen Stoeckmann

The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the Pearson correlation for a…

Statistics Theory · Mathematics 2020-08-11 Zijian Guo , Cun-Hui Zhang

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We study entanglement and other correlation properties of random states in high-dimensional bipartite systems. These correlations are quantified by parameters that are subject to the "concentration of measure" phenomenon, meaning that on a…

Quantum Physics · Physics 2007-05-23 Patrick Hayden , Debbie W. Leung , Andreas Winter

We present an in-depth study of the universal correlations of scattering-matrix entries required in the framework of non-stationary many-body scattering where the incoming states are localized wavepackets. Contrary to the stationary case…

Statistical Mechanics · Physics 2021-05-19 Andreas Bereczuk , Barbara Dietz , Jiongning Che , Jack Kuipers , Juan-Diego Urbina , Klaus Richter

We consider the uniform random $d$-regular graph on $N$ vertices, with $d \in [N^\alpha, N^{2/3-\alpha}]$ for arbitrary $\alpha > 0$. We prove that in the bulk of the spectrum the local eigenvalue correlation functions and the distribution…

Probability · Mathematics 2019-08-21 Roland Bauerschmidt , Jiaoyang Huang , Antti Knowles , Horng-Tzer Yau

This paper is the third chapter of three of the author's undergraduate thesis. In this paper, we study the convergence of local bulk statistics for linearized covariance matrices under Dyson's Brownian motion. We consider deterministic…

Probability · Mathematics 2017-05-02 Kevin Yang
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