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We analyze the form of the probability distribution function P_{n}^{(\beta)}(w) of the Schmidt-like random variable w = x_1^2/(\sum_{j=1}^n x^{2}_j/n), where x_j are the eigenvalues of a given n \times n \beta-Gaussian random matrix, \beta…

Disordered Systems and Neural Networks · Physics 2015-06-11 M. P. Pato , G. Oshanin

We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…

Mathematical Physics · Physics 2018-02-28 Christophe Charlier

We consider the family of N-dimensional real symmetric matrices H with random independent entries whose variance is determined by a function U((x-y)/b). In the limit of (relatively) narrow band width 1<<b<<N, we obtain explicitly first…

Spectral Theory · Mathematics 2007-05-23 A. Khorunzhy , W. Kirsch

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the…

Classical Analysis and ODEs · Mathematics 2022-08-08 N. S. Witte , L. Wei

We define a new family of overlaps $C_{N,m}$ for the XXZ Hamiltonian on a periodic chain of length $N$. These are equal to the linear sums of the groundstate components, in the canonical basis, wherein $m$ consecutive spins are fixed to the…

Mathematical Physics · Physics 2020-07-31 Alexi Morin-Duchesne , Christian Hagendorf , Luigi Cantini

We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…

Mathematical Physics · Physics 2012-01-04 Jonathan Breuer , Eugene Strahov

We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying…

Mathematical Physics · Physics 2020-06-09 Shuai-Xia Xu , Yu-Qiu Zhao

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

Probability · Mathematics 2025-10-27 Gernot Akemann , Sung-Soo Byun , Yong-Woo Lee

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 Laszlo Erdos

We obtain the strong asymptotics of polynomials $p_n(\lambda)$, $\lambda\in\mathbb{C}$, orthogonal with respect to measures in the complex plane of the form $$ e^{-N(|\lambda|^{2s}-t\lambda^s-\overline{t\lambda}^s)}dA(\lambda), $$ where $s$…

Mathematical Physics · Physics 2016-07-05 Ferenc Balogh , Tamara Grava , Dario Merzi

We obtain the asymptotic behavior of hole probability for random holomorphic sections on a compact Riemann surface with respect to the hole size.

Complex Variables · Mathematics 2025-12-12 Hao Wu

We establish an asymptotic formula, uniformly down to the Planck scale, for the number of small gaps between the first N eigenvalues of the Laplacian on almost all flat tori and also on almost all rectangular flat tori.

Number Theory · Mathematics 2021-08-26 Valentin Blomer , Maksym Radziwiłł

We consider the Hankel determinant generated by the moments of the even weight function ${\rm e}^{-x^2}(A+B\theta(x^2-a^2)), x\in(-\infty,+\infty), a>0, A\ge0, A+B\ge0$. It is intimately related to the gap probability of the Gaussian…

Mathematical Physics · Physics 2024-10-23 Shengjie Zhang , Shulin Lyu

We study the soft covering phenomenon through the lens of Neyman--Pearson hypothesis testing: given a channel output sequence $y^n$, can one decide whether it was produced when the channel was driven by a random codeword, or generated…

Information Theory · Computer Science 2026-05-20 Neri Merhav

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

Koksma's equidistribution theorem from 1935 states that for Lebesgue almost every $\alpha>1$, the fractional parts of the geometric progression $(\alpha^{n})_{n\geq1}$ are equidistributed modulo one. In the present paper we sharpen this…

Number Theory · Mathematics 2020-10-21 Christoph Aistleitner , Simon Baker , Niclas Technau , Nadav Yesha

Consider the binomial model $G^{d+1}(n,p)$ of the random $(d+1)$-uniform hypergraph on $n$ vertices, where each edge is present, independently of one another, with probability $p:\mathbb{N}\to[0,1]$. We prove that, for all…

Combinatorics · Mathematics 2016-02-23 Nicolau C. Saldanha , Márcio Telles

Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester

Let $G$ be the interior domain of a piecewise analytic Jordan curve without cusps. Let $\{p_n\}_{n=0}^\infty$ be the sequence of polynomials that are orthonormal over $G$ with respect to the area measure, with each $p_n$ having leading…

Classical Analysis and ODEs · Mathematics 2023-01-24 Erwin Miña-Díaz
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