Related papers: Supersymmetry Approach to Almost Diagonal Random M…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…
We compute the limiting eigenvalue statistics at the edge of the spectrum of large Hermitian random matrices perturbed by the addition of small rank deterministic matrices. To be more precise, we consider random Hermitian matrices with…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…
Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
We prove that any symmetric Hamiltonian that is a quadratic function of the coordinates and momenta has a pseudo-Hermitian adjoint or regular matrix representation. The eigenvalues of the latter matrix are the natural frequencies of the…
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…
A method for the calculation of translationally invariant wave functions for systems of identical fermions with arbitrary potential of pair interaction is developed. It is based on the well-known result that the essential dynamic part of…
We study the effects of an arbitrary external perturbation in the statistical properties of the S-matrix of quantum chaotic scattering systems in the limit of isolated resonances. We derive, using supersymmetry, an exact non-perturbative…
This paper establishes a new comparison principle for the minimum eigenvalue of a sum of independent random positive-semidefinite matrices. The principle states that the minimum eigenvalue of the matrix sum is controlled by the minimum…
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…
The first and second-order supersymmetry transformations are used to generate Hamiltonians with known spectra departing from the trigonometric Poschl-Teller potentials. The several possibilities of manipulating the initial spectrum are…
We show that a pair of almost commuting self-adjoint, symmetric matrices is close to a pair of commuting self-adjoint, symmetric matrices (in a uniform way). Moreover we prove that the same holds with self-dual in place of symmetric. The…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a…
We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…
Non-hermitian systems have gained a lot of interest in recent years. However, notions of chaos and localization in such systems have not reached the same level of maturity as in the Hermitian systems. Here, we consider non-hermitian…
We numerically analyze the random matrix ensembles of real-symmetric matrices with column/row constraints for many system conditions e.g. disorder type, matrix-size and basis-connectivity. The results reveal a rich behavior hidden beneath…
We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…