Related papers: Theory of random matrices with strong level confin…
We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…
Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…
In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…
We study random graphs with arbitrary distributions of expected degree and derive expressions for the spectra of their adjacency and modularity matrices. We give a complete prescription for calculating the spectra that is exact in the limit…
Using pointwise semigroup techniques of Zumbrun--Howard and Mascia--Zumbrun, we obtain sharp global pointwise Green function bounds for noncharacteristic boundary layers of arbitrary amplitude. These estimates allow us to analyze linearized…
We provide quantitative inductive estimates for Green's functions of matrices with (sub)expoentially decaying off diagonal entries in higher dimensions. Together with Cartan's estimates and discrepancy estimates, we establish explicit…
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…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
We have computed the spectral number variances of an extended random matrix ensemble predicted by Guhr's supersymmetry formula, showing a non-monotone increase of the curves that arises from an "overshoot" of the two-level correlation…
We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…
An ensemble Green's function formalism, based on the von Neumann density matrix approach, to calculate one-electron excitation spectra of a many-electron system with degenerate ground states is proposed. A set of iterative equations for the…
We calculate connected correlators in time dependent Gaussian orthogonal and symplectic random matrix ensembles by a diagrammatic method. We obtain averaged one-point Green's functions in the leading order O(1) and wide two-level and…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
We apply the recently introduced method of hermitization to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the…
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…
We investigate the particle and kinetic-energy densities for $N$ non-interacting fermions confined in a local potential. Using Gutzwiller's semi-classical Green function, we describe the oscillating parts of the densities in terms of closed…
Spectral density matrix estimation of multivariate time series is a classical problem in time series and signal processing. In modern neuroscience, spectral density based metrics are commonly used for analyzing functional connectivity among…