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We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

Probability · Mathematics 2017-10-03 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

Statistics Theory · Mathematics 2022-06-01 Arup Bose , Walid Hachem

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Probability · Mathematics 2016-06-22 Rowan Killip , Rostyslav Kozhan

Quantum counterparts of certain simple classical systems can exhibit chaotic behaviour through the statistics of their energy levels and the irregular spectra of chaotic systems are modelled by eigenvalues of infinite random matrices. We…

Mathematical Physics · Physics 2016-12-21 C. T. J. Dodson

We carry out a numerical study of fluctuations in the spectrum of regular graphs. Our experiments indicate that the level spacing distribution of a generic k-regular graph approaches that of the Gaussian Orthogonal Ensemble of random matrix…

High Energy Physics - Theory · Physics 2007-05-23 D. Jakobson , S. D. Miller , I. Rivin , Z. Rudnick

We propose to analyse the statistical properties of a sequence of vectors using the spectrum of the associated Gram matrix. Such sequences arise e.g. by the repeated action of a deterministic kicked quantum dynamics on an initial condition…

Mathematical Physics · Physics 2007-05-23 Mieke De Cock , Mark Fannes , Pascal Spincemaille

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

Both the topics of entanglement and particle statistics have aroused enormous research interest since the advent of quantum mechanics. Using two pairs of entangled particles we show that indistinguishability enforces a transfer of…

Quantum Physics · Physics 2009-11-07 Y. Omar , N. Paunkovic , S. Bose , V. Vedral

We study the matrix ansatz in the quantum group framework, applying integrable systems techniques to statistical physics models. We start by reviewing the two approaches, and then show how one can use the former to get new insight on the…

Mathematical Physics · Physics 2015-10-02 N. Crampe , E. Ragoucy , M. Vanicat

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…

Quantum Physics · Physics 2026-04-28 Mario Kieburg

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

The problem of quantum harmonic oscillator with "regular+random" square frequency, subjected to "regular+random external force, is considered in framework of representation of the wave function by complex-valued random process. Average…

Quantum Physics · Physics 2007-05-23 A. S. Gevorkyan , A. A. Udalov

We investigate the properties of sparse matrix ensembles with particular regard for the spectral ergodicity hypothesis, which claims the identity of ensemble and spectral averages of spectral correlators. An apparent violation of the…

Condensed Matter · Physics 2009-10-31 A. D. Jackson , C. Mejia-Monasterio , T. Rupp , M. Saltzer , T. Wilke

What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…

solv-int · Physics 2008-02-03 Pierre van Moerbeke

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

We consider a collective quantum spin-$s$ in contact with Markovian spin-polarized baths. Using a conserved super-operator charge, a differential representation of the Liouvillian is constructed to find its exact spectrum and eigen-modes.…

Quantum Physics · Physics 2019-01-09 Pedro Ribeiro , Tomaž Prosen

We study the spectral properties of and spectral-crossovers between different random matrix ensembles (Poissonian, GOE, GUE) in correlated spin-chain systems, in the presence of random magnetic fields, and the scalar spin-chirality term,…

Statistical Mechanics · Physics 2023-09-26 Debojyoti Kundu , Santosh Kumar , Subhra Sen Gupta