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We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

In a recent paper entitled "Winding around non-Hermitian singularities" by Zhong et al., published in Nat. Commun. 9, 4808 (2018), a formalism is proposed for calculating the permutations of eigenstates that arise upon encircling (multiple)…

Quantum Physics · Physics 2019-02-21 Eric J. Pap , Daniël Boer , Holger Waalkens

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Probability · Mathematics 2012-03-14 Charles Bordenave , Djalil Chafai

Recently Burkhardt et. al. introduced the $k$-checkerboard random matrix ensembles, which have a split limiting behavior of the eigenvalues (in the limit all but $k$ of the eigenvalues are on the order of $\sqrt{N}$ and converge to…

Mathematical Physics · Physics 2019-07-29 Ryan C. Chen , Yujin H. Kim , Jared D. Lichtman , Steven J. Miller , Shannon Sweitzer , Eric Winsor

We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent real entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on…

Probability · Mathematics 2007-05-23 F. Götze , A. Tikhomirov

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…

Quantum Physics · Physics 2014-10-21 Matthias Christandl , Brent Doran , Stavros Kousidis , Michael Walter

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

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) =…

Statistical Mechanics · Physics 2013-05-29 Z. Burda , R. A. Janik , B. Waclaw

We study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries (considering each quaternion as a $2\times 2$ complex matrix). We define the ensemble by the matrix probability distribution function that is…

Mathematical Physics · Physics 2016-06-21 Anthony Mays , Anita Ponsaing

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Mathematical Physics · Physics 2022-02-03 Joshua Feinberg , Roman Riser

We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…

Probability · Mathematics 2024-04-22 Mohammed Osman

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

Number Theory · Mathematics 2025-06-10 Sean Howe

We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…

Classical Analysis and ODEs · Mathematics 2025-07-15 Luis Gomez , Jonathan Jaimangal , Azita Mayeli , Tasfia Proma

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…

Quantum Physics · Physics 2019-09-20 Lin Zhang , Hua Xiang

We study the eigenvalues of non-normal square matrices of the form A_n=U_nT_nV_n with U_n,V_n independent Haar distributed on the unitary group and T_n real diagonal. We show that when the empirical measure of the eigenvalues of T_n…

Probability · Mathematics 2010-12-14 Alice Guionnet , Ofer Zeitouni

We find the lattice spacing dependence of the eigenvalue density of the non-Hermitian Wilson Dirac operator in the $\epsilon$-domain. The starting point is the joint probability density of the corresponding random matrix theory. In addition…

High Energy Physics - Lattice · Physics 2012-02-09 Mario Kieburg , Jacobus J. M. Verbaarschot , Savvas Zafeiropoulos

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…

Probability · Mathematics 2016-11-22 Philippe Sosoe , Uzy Smilansky

Despite the simplicity of one-particle dynamics, explicit expressions for the one-dimensional propagator on a circle suitable to numerical evaluation are surprisingly lacking -- not only in the presence of potentials but even in the free…

Quantum Physics · Physics 2025-03-20 Andrea Stampiggi