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We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

Here, using two real non-zero parameters $\lambda$ and $\mu$, we construct Gaussian pseudo-orthogonal ensembles of a large number $N$ of $n \times n$ ($n$ even and large) real pseudo-symmetric matrices under the metric $\eta$ using $…

Quantum Physics · Physics 2025-07-15 Sachin Kumar , Amit Kumar , S M Yusuf

The distribution of the ratios of consecutive eigenvalue spacings of random matrices has emerged as an important tool to study spectral properties of many-body systems. This article numerically investigates the eigenvalue ratios…

Disordered Systems and Neural Networks · Physics 2022-07-13 Ankit Mishra , Tanu Raghav , Sarika Jalan

The paper arXiv:2510.04255 shows that the asymptotic behavior of the second correlation function of characteristic polynomials of the $N\times N$ non-Hermitian random band matrices with a bandwidth $W$ exhibits the transition at $W\sim…

Mathematical Physics · Physics 2026-04-20 Mariya Shcherbina , Tatyana Shcherbina

We numerically analyze the statistical properties of complex system with conditions subjecting the matrix elements to a set of specific constraints besides symmetry, resulting in various structures in their matrix representation. Our…

Disordered Systems and Neural Networks · Physics 2019-02-20 Triparna Mondal , Pragya Shukla

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm

The eigenvalues of an arbitrary quaternionic matrix have a joint probability distribution function first derived by Ginibre. We show that there exists a mapping of this system onto a fermionic field theory and then use this mapping to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. B. Hastings

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green…

Probability · Mathematics 2022-04-04 László Erdős , Yuanyuan Xu

We show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…

Chaotic Dynamics · Physics 2007-05-23 Jamal Sakhr , John M. Nieminen

We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…

High Energy Physics - Theory · Physics 2010-05-07 G. Akemann , M. J. Phillips , H. -J. Sommers

Matrix Models are the most effective way to describe strongly interacting systems with many degrees of freedom. They have proven successful in describing very different settings, from nuclei spectra to conduction in mesoscopic systems, from…

High Energy Physics - Theory · Physics 2015-07-29 Fabio Franchini

We find the lattice spacing dependence of the eigenvalue density of the non-Hermitian Wilson Dirac operator in the $\epsilon$-domain. The starting point is the joint probability density of the corresponding random matrix theory. In addition…

High Energy Physics - Lattice · Physics 2012-02-09 Mario Kieburg , Jacobus J. M. Verbaarschot , Savvas Zafeiropoulos

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

Mathematical Physics · Physics 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…

Mathematical Physics · Physics 2015-04-23 Yan V. Fyodorov , André Nock

The statistical properties of trajectories of eigenvalues of Gaussian complex matrices whose Hermitian condition is progressively broken are investigated. It is shown how the ordering on the real axis of the real eigenvalues is reflected in…

Statistical Mechanics · Physics 2015-06-11 O. Bohigas , J. X. De Carvalho , M. P. Pato

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. We prove that microscopic statistics for the mean diagonal overlap,…

Mathematical Physics · Physics 2024-08-28 Lu Zhang

We suggest a method of analyzing the joint probability density (JPD) ${\cal P}_N(z,{\bf v})$ of an eigenvalue $z$ and the associated right eigenvector ${\bf v}$ (normalized with ${\bf v}^*{\bf v}=1$) for non-Hermitian random matrices of a…

Mathematical Physics · Physics 2025-09-26 Yan V Fyodorov

A quantum statistical system with energy dissipation is studied. Its statistics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure.…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras