Related papers: Universal Correlations in the random matrices and …
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
This paper summarizes some work I've been doing on eigenvalue correlators of Random Matrix Models which show some interesting behaviour. First we consider matrix models with gaps in there spectrum or density of eigenvalues. The…
The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…
We study thermodynamics properties of a one dimensional gas of hard elongated particles. The particle centers are restricted to a line, while they can rotate in two-dimensional space. Correlations between orientations of the objects are…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…
Quantum phase transitions occur at zero temperature and involve the appearance of long-range correlations. These correlations are not due to thermal fluctuations but to the intricate structure of a strongly entangled ground state of the…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
We investigate the effects of randomness in a strongly correlated electron model in one-dimension at half-filling. The ground state correlation functions are exactly written by products of 3$\times$3 transfer matrices and are evaluated…
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…
We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
We study the bipartite entanglement of strongly correlated systems using exact diagonalization techniques. In particular, we examine how the entanglement changes in the presence of long-range interactions by studying the Pariser-Parr-Pople…
The interplay and competition of magnetic and superconducting correlations in the weakly interacting two-dimensional Hubbard Model is investigated by means of the functional renormalization group. At zero temperature the flow of…
Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…
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…
The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence…
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
Motivated by the importance ascribed to correlations in random matrices used to model phenomena in various scientific disciplines, we report how algebraic correlations between matrix elements affect the eigenvalue statistics and spectral…