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Several statistics-based detectors, based on unimodal matrix models, for determining the number of sources in a field are designed. A new variance ratio statistic is proposed, and its asymptotic distribution is analyzed. The variance ratio…

Applications · Statistics 2021-06-09 Rui Zhang , Junting Chen , Yao Xie , Alexander Shapiro , Urbashi Mitra

Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum…

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

A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…

Probability · Mathematics 2010-03-23 Martin Bender

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

Mathematical Physics · Physics 2021-04-28 Eugene Bogomolny , Olivier Giraud

We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 A. Zabrodin

We derive an expression for the nearest-neighbor spacing distribution $P(s)$ of the energy levels of quantum systems with intermediate dynamics between regularity and chaos and missing levels due to random experimental errors. The…

Quantum Physics · Physics 2023-06-08 María Hita-Pérez , Laura Muñoz , Rafael A. Molina

We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the…

Statistical Mechanics · Physics 2015-03-20 I. Neri , F. L. Metz

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

Statistical Mechanics · Physics 2023-03-07 Wouter Buijsman

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

Mathematical Physics · Physics 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux

We study the level statistics for two classes of 1-dimensional random Schr\"odinger operators : (1) for operators whose coupling constants decay as the system size becomes large, and (2) for operators with critically decaying random…

Mathematical Physics · Physics 2015-06-18 Fumihiko Nakano

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Statistics Theory · Mathematics 2025-05-05 Ankur Moitra , Alexander S. Wein

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

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

A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…

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

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…

Probability · Mathematics 2023-05-08 Sung-Soo Byun , Seung-Yeop Lee , Meng Yang

We relate the large time asymptotics of the energy statistics in open harmonic networks to the variance-gamma distribution and prove a full Large Deviation Principle. We consider both Hamiltonian and stochastic dynamics, the later case…

Mathematical Physics · Physics 2017-08-02 Tristan Benoist , Vojkan Jakšić , Claude-Alain Pillet

Extending the argument of Ref.\citen{[4]} to the long-range spectral statistics of classically integrable quantum systems, we examine the level number variance, spectral rigidity and two-level cluster function. These observables are…

Chaotic Dynamics · Physics 2009-11-11 H. Makino , S. Tasaki

We consider the hermitian matrix model with an external field entering the quadratic term $\tr(\Lambda X\Lambda X)$ and Penner--like interaction term $\alpha N(\log(1+X)-X)$. An explicit solution in the leading order in $N$ is presented.…

High Energy Physics - Theory · Physics 2015-06-26 L. Chekhov , Yu. Makeenko

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

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

Using the method of energy-level statistics, the localization properties of electrons moving in two dimensions in the presence of a perpendicular random magnetic field and additional random disorder potentials are investigated. For this…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 M. Batsch , L. Schweitzer , B. Kramer