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For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

Probability · Mathematics 2016-03-08 Costel Peligrad , Magda Peligrad

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

Probability · Mathematics 2025-04-08 Indrajit Jana , Sunita Rani

We study the off-diagonal matrix elements of observables that break the translational symmetry of a spin-chain Hamiltonian, and as such connect energy eigenstates from different total quasimomentum sectors. We consider quantum-chaotic and…

Statistical Mechanics · Physics 2020-12-08 Tyler LeBlond , Marcos Rigol

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

{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 investigate the spectral properties of all-to-all interacting spin Hamiltonians acting on exactly $k$ spins, whose coupling coefficients are drawn from a normal distribution with mean $\mu$ and variance $\sigma^2$. For $\mu = 0$, we…

Quantum Physics · Physics 2026-01-09 Sasanka Dowarah

The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…

Mathematical Physics · Physics 2018-10-17 E. Bogomolny , M. Sieber

In this work we perform a detailed statistical analysis of topological and spectral properties of random geometric graphs (RGGs); a graph model used to study the structure and dynamics of complex systems embedded in a two dimensional space.…

Disordered Systems and Neural Networks · Physics 2020-10-21 R. Aguilar-Sanchez , J. A. Mendez-Bermudez , Francisco A. Rodrigues , Jose M. Sigarreta

We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…

Probability · Mathematics 2007-06-13 Christian Houdré , Hua Xu

It is well-known that the behavior of many dynamical processes running on networks is intimately related to the eigenvalue spectrum of the network. In this paper, we address the problem of inferring global information regarding the…

Optimization and Control · Mathematics 2011-01-14 Victor M. Preciado , Ali Jadbabaie

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Condensed Matter · Physics 2009-10-28 Hendrik Meyer , Jean-Christian Anglès d'Auriac , Henrik Bruus

In this paper, we explore the characteristics of reduced density matrix spectra in quantum field theories. Previous studies mainly focus on the function $\mathcal{P}(\lambda):=\sum_i \delta(\lambda-\lambda_i)$, where $\lambda_i$ denote the…

High Energy Physics - Theory · Physics 2023-12-22 Wu-zhong Guo , Jin Xu

Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin…

Probability · Mathematics 2011-06-30 Murat Kologlu , Gene S. Kopp , Steven J. Miller , Frederick W. Strauch , Wentao Xiong

We present a method using Feynman-like diagrams to calculate the statistical properties of random many-body potentials. This method provides a promising alternative to existing techniques typically applied to this class of problems, such as…

Other Condensed Matter · Physics 2015-06-23 Rupert Small , Sebastian Müller

Let $(X,g)$ be a closed, connected surface, with variable negative curvature. We consider the distribution of eigenvalues of the Laplacian on random covers $X_n\to X$ of degree $n$. We focus on the ensemble variance of the smoothed number…

Spectral Theory · Mathematics 2024-08-07 Julien Moy

A formalism for study of spectral correlations in non-Gaussian, unitary invariant ensembles of large random matrices with strong level confinement is reviewed. It is based on the Shohat method in the theory of orthogonal polynomials. The…

Statistical Mechanics · Physics 2016-08-31 E. Kanzieper , V. Freilikher

Symmetries associated with complex conjugation and Hermitian conjugation, such as time-reversal symmetry and pseudo-Hermiticity, have great impact on eigenvalue spectra of non-Hermitian random matrices. Here, we show that time-reversal…

Disordered Systems and Neural Networks · Physics 2022-12-21 Zhenyu Xiao , Kohei Kawabata , Xunlong Luo , Tomi Ohtsuki , Ryuichi Shindou
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