Related papers: Universal Parametric Correlations of Eigenvalues o…
When two populations of "particles" move in opposite directions, like oppositely charged colloids under an electric field or intersecting flows of pedestrians, they can move collectively, forming lanes along their direction of motion. The…
An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…
We investigate the eigenvalue density in ensembles of large sparse Bernoulli random matrices. We demonstrate that the fraction of linear subgraphs just below the percolation threshold is about 95\% of all finite subgraphs, and the…
Unitary random matrix ensembles Z_{n,N}^{-1} (\det M)^alpha exp(-N Tr V(M)) dM defined on positive definite matrices M, where alpha > -1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically…
Recent applications in queuing theory and statistical mechanics have isolated the process formed by the eigenvalues of successive minors of the GUE. Analogous eigenvalue processes, formed in general from the eigenvalues of nested sequences…
We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…
Our goal is to study statistical properies of "dielectric resonances" which are poles of conductance of a large random $LC$ network. Such poles are a particular example of eigenvalues $\lambda_n$ of matrix pencils ${\bf H}-\lambda {\bf W}$,…
Parametric correlations are studied in several classes of covariant density functional theories (CDFTs) using a statistical analysis in a large parameter hyperspace. In the present manuscript, we investigate such correlations for two…
We consider the (smoothed) average correlation between the density of energy levels of a disordered system, in which the Hamiltonian is equal to the sum of a deterministic H0 and of a random potential $\varphi$. Remarkably, this correlation…
Motivated by questions of present interest in nuclear and condensed matter physics we consider the superposition of a diagonal matrix with independent random entries and a GUE. The relative strength of the two contributions is determined by…
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…
Data sets collected at different times and different observing points can possess correlations at different times $and$ at different positions. The doubly correlated Wishart model takes both into account. We calculate the eigenvalue density…
We consider $N\times N$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $\nu(x)= e^{- U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
Effects of randomness have supplied fundamental problems in condensed matter physics and localization due to interference of quantum mechanical electrons are well studied as the Anderson localization. Although we have well established…
We perform an extensive investigation of the localization properties of the eigenmodes of the Laplace and adjacency matrix for one-dimensional random geometric graphs. We evaluate the density of states, the probability distribution of the…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…
We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…