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Curious spectral properties of an ensemble of random unitary matrices appearing in the quantization of a map p -> p+alpha, q -> q+f(p+alpha) in [Giraud et al. nlin.CD/0403033] are investigated. When alpha=m/n with integer co-prime m,n and…

Chaotic Dynamics · Physics 2016-08-16 E. Bogomolny , C. Schmit

We develop a simple algorithm to generate random variables described by densities equaling squared Hermite functions. As an application, we show how to generate a randomly chosen eigenvalue of a matrix from the Gaussian Unitary Ensemble…

Probability · Mathematics 2026-03-30 Luc Devroye , Jad Hamdan

In recent studies of many-body localization in nonintegrable quantum systems, the distribution of the ratio of two consecutive energy level spacings, $r_n=(E_{n+1}-E_n)/(E_{n}-E_{n-1})$ or $\tilde{r}_n=\min(r_n,r_n^{-1})$, has been used as…

Mathematical Physics · Physics 2024-09-04 Shinsuke M. Nishigaki

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

We study generalized Hermite polynomials with rectangular matrix arguments arising in multivariate statistical analysis and the theory of zonal polynomials. We show that these are well-suited for expressing the Wiener-Ito chaos expansion of…

Probability · Mathematics 2021-09-29 Massimo Notarnicola

We consider a tight-binding Hamiltonian defined on the quasiperiodic Ammann-Beenker tiling. Although the density of states (DOS) is rather spiky, the integrated DOS is quite smooth and can be used to perform spectral unfolding. The effect…

Disordered Systems and Neural Networks · Physics 2007-05-23 Michael Schreiber , Uwe Grimm , Rudolf A. Roemer , Jian-Xin Zhong

In this paper we propose a new method for studying spectral properties of the non-hermitian random matrix ensembles. Alike complex Green's function encodes, via discontinuities, the real spectrum of the hermitian ensembles, the proposed…

Mathematical Physics · Physics 2007-05-23 Andrzej Jarosz , Maciej A. Nowak

We develop a supersymmetric virial expansion for two point correlation functions of almost diagonal Gaussian Random Matrix Ensembles (ADRMT) of the orthogonal symmetry. These ensembles have multiple applications in physics and can be used…

Disordered Systems and Neural Networks · Physics 2016-09-08 S. Kronmueller , O. M. Yevtushenko , E. Cuevas

In this article, we study the spectra of matrix-valued contractions of the Gaussian Orthogonal Tensor Ensemble (GOTE). Let $\mathcal{G}$ denote a random tensor of order $r$ and dimension $n$ drawn from the density \[ f(\mathcal{G}) \propto…

Probability · Mathematics 2025-05-16 Soumendu Sundar Mukherjee , Himasish Talukdar

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

Mathematical Physics · Physics 2015-06-23 V. K. B. Kota

We study the spectral bounds of self-adjoint operators on the Hilbert space of square-integrable functions, arising from the representation theory of the Heisenberg group. Interestingly, starting either with the von Neumann lattice or the…

Classical Analysis and ODEs · Mathematics 2025-04-28 Markus Faulhuber , Anupam Gumber , Irina Shafkulovska

The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…

Probability · Mathematics 2025-11-18 Mihai Nica , Janosch Ortmann

The eigenvalue probability density function of the Gaussian unitary ensemble permits a $q$-extension related to the discrete $q$-Hermite weight and corresponding $q$-orthogonal polynomials. A combinatorial counting method is used to specify…

Probability · Mathematics 2024-04-05 Sung-Soo Byun , Peter J. Forrester , Jaeseong Oh

We apply the Wiener Hermite (WH) expansion to the non-linear evolution of Large-Scale Structure, and obtain an approximate expression for the matter power spectrum in full order of the expansion. This method allows us to expand any random…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-11 Naonori S. Sugiyama , Toshifumi Futamase

See cond-mat/0010425 and cond-mat/0010426.

Condensed Matter · Physics 2007-05-23 L. Benet , H. A. Weidenmueller

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

Quantum Physics · Physics 2009-11-13 M. B. Hastings

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

Probability · Mathematics 2017-10-03 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

It is generally accepted that statistics of energy levels in closed chaotic quantum systems is adequately described by the theory of Random Hermitian Matrices. Much less is known about properties of "resonances" - generic features of open…

chao-dyn · Physics 2007-05-23 Yan V. Fyodorov

These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…

High Energy Physics - Theory · Physics 2015-06-26 Craig A. Tracy , Harold Widom