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We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…

Condensed Matter · Physics 2009-10-30 Ilya Ya. Goldsheid , Boris A. Khoruzhenko

The Ginibre ensemble of complex random Hamiltonian matrices $H$ is considered. Each quantum system described by $H$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. For generic…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

Symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix $\sigma $-model. The zero-dimensional version of this model corresponds to a…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. V. Kolesnikov , K. B. Efetov

Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…

Mathematical Physics · Physics 2012-02-27 Andrzej Jarosz

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

The Ginibre unitary ensemble (GinUE) consists of $N \times N$ random matrices with independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre, who showed that the eigenvalues form a determinantal point process with…

Mathematical Physics · Physics 2023-01-13 Sung-Soo Byun , Peter J. Forrester

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…

Probability · Mathematics 2024-11-06 Mario Kieburg , Jiyuan Zhang

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

Mathematical Physics · Physics 2015-08-27 Peter J. Forrester , Taro Nagao

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

Probability · Mathematics 2009-09-30 Ivan Nourdin , Giovanni Peccati

The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…

Mathematical Physics · Physics 2026-03-26 G. Akemann , M. Duits , L. D. Molag

We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…

Probability · Mathematics 2014-09-02 Mohamed Bouali

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

Statistics Theory · Mathematics 2024-05-15 Zhangni Pu , Xiaozhuo Zhang , Jiang Hu , Zhidong Bai

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

Statistics over the Gaussian unitary ensemble and the Wishart ensemble of random matrices often have nice closed-form expressions. These are related to multivariate extensions of the Hermite, Laguerre, and Jacobi polynomials, which often…

Combinatorics · Mathematics 2014-10-13 Praveen S. Venkataramana

We establish a general framework to explore parametric statistics of individual energy levels in unitary random matrix ensembles. For a generic confinement potential $W(H)$, we (i) find the joint distribution functions of the eigenvalues of…

Condensed Matter · Physics 2009-11-10 I. E. Smolyarenko , B. D. Simons

In this article we derive a useful expectation identity using the language of quantum statistical mechanics, where density matrices represent the state of knowledge about the system. This identity allows to establish relations between…

Quantum Physics · Physics 2024-10-29 Boris Maulén , Sergio Davis , Daniel Pons

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…

Statistical Mechanics · Physics 2023-04-11 Saumya Shivam , Andrea De Luca , David A. Huse , Amos Chan

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

Probability · Mathematics 2007-05-23 B. Rider , Jack W. Silverstein
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