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Related papers: A generalized ensemble of random matrices

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We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…

Mathematical Physics · Physics 2009-11-13 Pierpaolo Vivo , Satya N. Majumdar

A universal generator for integer-valued square-integrable random variables is introduced. The generator relies on a rejection technique based on a generalization of the inversion formula for integer-valued random variables. The proposal…

Computation · Statistics 2012-11-06 Lucio Barabesi , Luca Pratelli

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.

Mathematical Physics · Physics 2008-04-24 Vladimir Vasilchuk

We numerically study the level statistics of the Gaussian $\beta$ ensemble. These statistics generalize Wigner-Dyson level statistics from the discrete set of Dyson indices $\beta = 1,2,4$ to the continuous range $0 < \beta < \infty$. The…

Disordered Systems and Neural Networks · Physics 2019-05-14 Wouter Buijsman , Vadim Cheianov , Vladimir Gritsev

Eigenvalue density generated by embedded Gaussian unitary ensemble with $k$-body interactions for two species (say $\mathbf{\pi}$ and $\mathbf{\nu}$) fermion systems is investigated by deriving formulas for the lowest six moments. Assumed…

Quantum Physics · Physics 2023-10-12 Manan Vyas , V. K. B. Kota

The distribution of the characteristic polynomial $Z(U,\theta)$ of $N\times N$ matrices $U$ in the Circular Unitary Ensemble is studied by the method of second quantization for one-dimensional fermions. For infinite $N$ the Gaussian…

Chaotic Dynamics · Physics 2008-11-26 Dimitry M. Gangardt

We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

We study $N$ noninteracting fermions in a domain bounded by a hard wall potential in $d \geq 1$ dimensions. We show that for large $N$, the correlations at the edge of the Fermi gas (near the wall) at zero temperature are described by a…

Statistical Mechanics · Physics 2018-01-17 Bertrand Lacroix-A-Chez-Toine , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized 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 consider the non-Hermitian analogue of the celebrated Wigner-Dyson-Mehta bulk universality phenomenon, i.e. that in the bulk the local eigenvalue statistics of a large random matrix with independent, identically distributed centred…

Probability · Mathematics 2020-09-17 Giorgio Cipolloni , László Erdős , Dominik Schröder

We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…

Statistical Mechanics · Physics 2007-05-23 Ewa Gudowska-Nowak , Romuald J. Janik , Jerzy Jurkiewicz , Maciej A. Nowak , Waldemar Wieczorek

We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…

Statistical Mechanics · Physics 2007-05-23 M. Tierz

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg

We review some aspects of the renormalization group method for interacting fermions. Special emphasis is placed on the application of scaling theory to quasi-one-dimensional systems at non zero temperature. We begin by introducing the…

Strongly Correlated Electrons · Physics 2007-05-23 C. Bourbonnais , B. Guay , R. Wortis

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

chao-dyn · Physics 2009-10-31 Karol Zyczkowski , Hans-Juergen Sommers

A connection between integrability properties and general statistical properties of the spectra of symmetric transfer matrices of the asymmetric eight-vertex model is studied using random matrix theory (eigenvalue spacing distribution and…

Condensed Matter · Physics 2009-10-28 H. Meyer , J. -C. Anglès d'Auriac , J. -M. Maillard

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

Mathematical Physics · Physics 2016-04-20 Peter J. Forrester

Although generalized ensembles have now been in use in statistical mechanics for decades, including frameworks such as Tsallis' nonextensive statistics and superstatistics, a classification of these generalized ensembles outlining the…

Statistical Mechanics · Physics 2022-11-09 Sergio Davis