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The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…

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

A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…

Statistical Mechanics · Physics 2019-07-03 Maciej M. Duras

Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles we derive formulas for the average level density for (i)…

Nuclear Theory · Physics 2009-11-10 A. C. Bertuola , J. X. de Carvalho , M. S. Hussein , M. P. Pato , A. J. Sargeant

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…

Mesoscale and Nanoscale Physics · Physics 2017-12-07 Frank Schweiner , Jeanine Laturner , Jörg Main , Günter Wunner

Using numerical diagonalization we study the crossover among different random matrix ensembles [Poissonian, Gaussian Orthogonal Ensemble (GOE), Gaussian Unitary Ensemble (GUE) and Gaussian Symplectic Ensemble (GSE)] realized in two…

Statistical Mechanics · Physics 2015-06-17 Ranjan Modak , Subroto Mukerjee

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

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

Quantum Physics · Physics 2021-03-31 Salvatore F. E. Oliviero , Lorenzo Leone , Francesco Caravelli , Alioscia Hamma

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…

solv-int · Physics 2007-05-23 Craig A. Tracy , Harold Widom

We study the reduced energy spectrum $\{E_{i}^{(n)}\}$, which is constructed by picking one level from every $n$ levels of the original spectrum $\{E_{i}\}$, in a Gaussian ensemble of random matrix with Dyson index $\beta\in \left( 0,\infty…

Disordered Systems and Neural Networks · Physics 2021-01-19 Wen-Jia Rao , M. N. Chen

Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider the problem of…

Mathematical Physics · Physics 2016-09-28 Yan V. Fyodorov , Nicholas J. Simm

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

We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…

Probability · Mathematics 2007-05-23 Wolfgang Koenig

Introducing sets of constraints, we define new classes of random-matrix ensembles, the constrained Gaussian unitary (CGUE) and the deformed Gaussian unitary (DGUE) ensembles. The latter interpolate between the GUE and the CGUE. We derive a…

Mesoscale and Nanoscale Physics · Physics 2011-07-19 T. Papenbrock , Z. Pluhar , H. A. Weidenmueller

The Ginibre ensemble of complex random matrices is studied. The complex valued random variable of second difference of complex energy levels is defined. For the N=3 dimensional ensemble are calculated distributions of second difference, of…

Statistical Mechanics · Physics 2009-11-07 Maciej M. Duras

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

The Gaussian Orthogonal Ensemble (GOE) of random matrices has been widely employed to describe diverse phenomena in strongly coupled quantum systems. An important prediction is that the decay rates of the GOE eigenstates fluctuate according…

Quantum Physics · Physics 2021-12-01 K. Hagino , G. F. Bertsch

We establish a connection between the level density of a gas of non-interacting bosons and the theory of extreme value statistics. Depending on the exponent that characterizes the growth of the underlying single-particle spectrum, we show…

Statistical Mechanics · Physics 2009-11-11 A. Comtet , P. Leboeuf , Satya N. Majumdar

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

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
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