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{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

Condensed Matter · Physics 2009-10-22 E. Brezin , A. Zee

We establish a general relation between the diagonal correlator of eigenvectors and the spectral Green's function for non-hermitian random-matrix models in the large-N limit. We apply this result to a number of non-hermitian random-matrix…

Condensed Matter · Physics 2009-10-31 R. A. Janik , W. Noerenberg , M. A. Nowak , G. Papp , I. Zahed

For states of quantum systems of $N$ particles with harmonic interactions we prove that each reduced density matrix $\rho$ obeys a duality condition. This condition implies duality relations for the eigenvalues $\lambda_k$ of $\rho$ and…

Quantum Physics · Physics 2014-11-04 Christian Schilling , Rolf Schilling

The complicated interactions in presence of disorder lead to a correlated randomization of states. The Hamiltonian as a result behaves like a multi-parametric random matrix with correlated elements. We show that the eigenvalue correlations…

Disordered Systems and Neural Networks · Physics 2009-11-10 Pragya Shukla

The parametric variation of the eigenfrequencies of a chaotic plate is measured and compared to random matrix theory using recently calculated universal correlation functions. The sensitivity of the flexural modes of the plate to pressure…

Condensed Matter · Physics 2009-10-31 K. Schaadt , A. Kudrolli

We assess the probability of resonances between sufficiently distant states in a combinatorial graph serving as the configuration space of an N-particle disordered quantum system. This includes the cases where the transition "shuffles" the…

Mathematical Physics · Physics 2014-05-07 Victor Chulaevsky

The effect of correlations between model parameters and nuisance parameters is discussed, in the context of fitting model parameters to data. Modifications to the usual $\chi^2$ method are required. Fake data studies, as used at present,…

Data Analysis, Statistics and Probability · Physics 2013-09-25 Byron Roe

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem we aim to distinguish effects of the two types of dynamics from those depending on the choice of the wave packet. To isolate the former we introduce…

Chaotic Dynamics · Physics 2007-05-23 T. Gorin , T. H. Seligman

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

Probability · Mathematics 2024-05-14 Frederick Rajasekaran

Non-Hermitian random matrices provide a useful framework for understanding universal characteristics of dissipative quantum chaotic systems with loss or gain. We consider a model of two such system represented by two independent $N\times N$…

Mathematical Physics · Physics 2026-04-28 Margherita Disertori , Yan V. Fyodorov

We extend random matrix theory to consider randomly interacting spin systems with spatial locality. We develop several methods by which arbitrary correlators may be systematically evaluated in a limit where the local Hilbert space dimension…

Statistical Mechanics · Physics 2020-01-08 Siddhardh C. Morampudi , Chris R. Laumann

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Probability · Mathematics 2025-01-16 Elie Attal , Romain Allez

The density matrix of a non-relativistic quantum system, divided into $N$ sub-systems, is rewritten in terms of the set of all partitioned density matrices for the system. For the case where the different sub-systems are distinguishable, we…

Quantum Physics · Physics 2018-12-19 Timothy Cox , Philip C. E. Stamp

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

It is shown that the two-body character of the interaction in a many-body system gives rise to specific correlations between the components of compound states, even if this interaction is completely random. Surprisingly, these correlations…

Condensed Matter · Physics 2009-10-28 V. V. Flambaum , G. F. Gribakin , F. M. Izrailev

We propose a random matrix modeling for the parametric evolution of eigenstates. The model is inspired by a large class of quantized chaotic systems. Its unique feature is having parametric invariance while still possessing the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 J. A. Mendez-Bermudez , Tsampikos Kottos , Doron Cohen

We consider the eigenvalues and eigenvectors of small rank perturbations of random $N\times N$ matrices. We allow the rank of perturbation $M$ increases with $N$, and the only assumption is $M=o(N)$. In both additive and multiplicative…

Probability · Mathematics 2015-05-18 Jiaoyang Huang

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

Probability · Mathematics 2025-02-19 Bertrand Stone , Fan Yang , Jun Yin