Related papers: Introduction to the Supersymmetry Method for the G…
The leading correction to the smoothed connected energy density-density correlation function is obtained for the large energy difference, within the context of the Gaussian Random Matrix Theory. In order to achieve this result, the…
We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…
We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of…
We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…
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…
The supersymmetric technique is applied to computing the average spectral density near zero energy in the large-N limit of the random-matrix ensembles with zero eigenvalues: B, DIII-odd, and the chiral ensembles (classes AIII, BDI, and…
Starting from Gaussian random matrix models we derive a new supermatrix field theory model. In contrast to the conventional non-linear sigma models, the new model is applicable for any range of correlations of the elements of the random…
We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…
In a previous contribution (H.J. Stoeckmann, J. Phys. A35, 5165 (2002)), the density of states was calculated for a billiard with randomly distributed delta-like scatterers, doubly averaged over the positions of the impurities and the…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…
In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…
We extend the recent study of the k-body embedded Gaussian ensembles by Benet et al. (Phys. Rev. Lett. 87 (2001) 101601-1 and Ann. Phys. 292 (2001) 67) and by Asaga et al. (cond-mat/0107363 and cond-mat/ 0107364). We show that central…
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.
The embedded ensembles were introduced by Mon and French as physically more plausible stochastic models of many--body systems governed by one--and two--body interactions than provided by standard random--matrix theory. We review several…
Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…
Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
We calculate the exact density of states (DOS) for the three classical and two non-classical Random Matrix Ensembles for finite matrix size N using supersymmetric integrals. The 1/N-Expansion yields already in lowest order good…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…