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We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's…

Disordered Systems and Neural Networks · Physics 2015-06-25 B. Mehlig , J. T. Chalker

In the introductory section of the article we give a brief account of recent insights into statistics of high and extreme values of disorder-generated multifractals following a recent work by the first author with P. Le Doussal and A. Rosso…

Disordered Systems and Neural Networks · Physics 2015-03-17 Yan Fyodorov , Olivier Giraud

We present new methods for multilabel classification, relying on ensemble learning on a collection of random output graphs imposed on the multilabel and a kernel-based structured output learner as the base classifier. For ensemble learning,…

Machine Learning · Computer Science 2013-11-19 Hongyu Su , Juho Rousu

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…

Statistical Mechanics · Physics 2019-07-03 Maciej M. Duras

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random…

Disordered Systems and Neural Networks · Physics 2009-10-31 J. T. Chalker , B. Mehlig

In this work, we study some statistical properties of the extreme eigenstates of the randomly-weighted adjacency matrices of random graphs. We focus on two random graph models: Erd\H{o}s-R\'{e}nyi (ER) graphs and random geometric graphs…

Disordered Systems and Neural Networks · Physics 2025-06-17 C. T Martínez Martínez , J. A. Méndez Bermúdez

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…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Mathematical Physics · Physics 2025-05-07 Giovanni M. Cicuta , Mario Pernici

We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.

Condensed Matter · Physics 2009-10-28 J. Ambjorn , G. Akemann

The density of vibrational states for glasses and jammed solids exhibits universal features, including an excess of modes above the Debye prediction known as the boson peak located at a frequency $\omega^*$ . We show that the eigenvector…

Soft Condensed Matter · Physics 2015-05-13 M. Lisa Manning , Andrea J. Liu

The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…

Mathematical Physics · Physics 2022-04-13 Giovanni M. Cicuta , Mario Pernici

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

Mathematical Physics · Physics 2022-01-24 Peter J. Forrester

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…

Mathematical Physics · Physics 2026-05-04 Costanza Benassi , Marta Dell'Atti , Antonio Moro

Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…

Mathematical Physics · Physics 2007-05-23 Zhengdong Wang , Kuihua Yan

We use semiclassical methods to evaluate the spectral two-point correlation function of quantum chaotic systems with discrete geometrical symmetries. The energy spectra of these systems can be divided into subspectra that are associated to…

Chaotic Dynamics · Physics 2013-02-12 Chris Joyner , Sebastian Müller , Martin Sieber

We use trace class scattering theory to exclude the possibility of absolutely continuous spectrum in a large class of self-adjoint operators with an underlying hierarchical structure and provide applications to certain random hierarchical…

Mathematical Physics · Physics 2019-01-23 Per von Soosten , Simone Warzel