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This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

Condensed Matter · Physics 2008-02-03 Josef A. Zuk

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

Networks of random quantum scatterers (S-matrices) form paradigmatic models for the propagation of coherent waves in random S-matrix network models cover universal localization-delocalization properties and have some advantages over more…

Mesoscale and Nanoscale Physics · Physics 2017-09-27 Martin Janssen , Rainer Merkt , Andreas Weymer

The Teichm\"uller space $\mathcal{T}_S(\mathbf{b})$ of hyperbolic metrics on a surface $S$ with fixed lengths at the boundary components is symplectic. We prove that any sum of infinitesimal earthquakes on $S$ that is tangent to…

Differential Geometry · Mathematics 2017-04-05 Daniele Rosmondi

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

A method of resummation of infinite series of perturbation theory diagrams is applied for studying the properties of random band matrices. The topological classification of Feynman diagrams, which was actively used in last years for matrix…

Statistical Mechanics · Physics 2016-08-31 P. G. Silvestrov

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…

Probability · Mathematics 2013-05-28 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

We calculate wide distance connected correlators in non-gaussian orthogonal, unitary and symplectic random matrix ensembles by solving the loop equation in the 1/N-expansion. The multi-level correlator is shown to be universal in large N…

Condensed Matter · Physics 2016-08-31 Chigak Itoi

We consider N x N matrices with complex entries that are perturbed by a complex Gaussian matrix with small variance. We prove that if the unperturbed matrix satisfies certain local laws then the bulk correlation functions are universal in…

Probability · Mathematics 2024-09-30 Anna Maltsev , Mohammed Osman

Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

Probability · Mathematics 2007-06-13 Joshua Feinberg

This article is concerned with analytic Hamiltonian dynamical systems in infinite dimension in a neighborhood of an elliptic fixed point. Given a quadratic Hamiltonian, we consider the set of its analytic higher order perturbations. We…

Dynamical Systems · Mathematics 2022-06-01 Michela Procesi , Laurent Stolovitch

Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation…

Mathematical Physics · Physics 2015-05-13 Dang-Zheng Liu , Da-Sheng Zhou

We study the behavior of two-time correlation functions at late times for finite system sizes considering observables whose (one-point) average value does not depend on energy. In the long time limit, we show that such correlation functions…

Statistical Mechanics · Physics 2025-08-20 Oscar Bouverot-Dupuis , Silvia Pappalardi , Jorge Kurchan , Anatoli Polkovnikov , Laura Foini

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

Mathematical Physics · Physics 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

Condensed Matter · Physics 2009-10-28 J. Ambjorn , G. Akemann

The complex eigenvalues of some non-Hermitian Hamiltonians, e.g. parity-time symmetric Hamiltonians, come in complex-conjugate pairs. We show that for non-Hermitian scattering Hamiltonians (of a structureless particle in one dimension)…

Quantum Physics · Physics 2019-05-22 M. A. Simón , A. Buendía , A. Kiely , Ali Mostafazadeh , J. G. Muga

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