Related papers: Eigenvalue correlations in non-Hermitean symplecti…
We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors…
Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$…
We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…
We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Green's functions, which…
The fermionic Gaussian operator basis provides a representation for treating strongly correlated fermion systems, as well as playing an important role in random matrix theory. We prove that a resolution of unity exists for any even…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…
We study spectral properties of a non-Hermitian Hamiltonian describing a quantum particle propagating in a random imaginary scalar potential. Cast in the form of an effective field theory, we obtain an analytical expression for the ensemble…
We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…
The set of covariance matrices of a continuous-variable quantum system with a finite number of degrees of freedom is a strict subset of the set of real positive-definite matrices due to Heisenberg's uncertainty principle. This has the…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…
We review methods to calculate eigenvalue distributions of products of large random matrices. We discuss a generalization of the law of free multiplication to non-Hermitian matrices and give a couple of examples illustrating how to use…
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…
A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…
We study the joint spectral properties of two coupled random matrices $H^{(1)}$ and $H^{(2)}$, which are either real symmetric or complex Hermitian. The entries of these matrices exhibit polynomially decaying correlations, both within each…
Given the Hermitian, symmetric and symplectic ensembles, it is shown that the probability that the spectrum belongs to one or several intervals satisfies a nonlinear PDE. This is done for the three classical ensembles: Gaussian, Laguerre…