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We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. B. Hastings

We study the distribution of particle number in extended subsystems of a one-dimensional non-interacting Fermi gas confined in a potential well at zero temperature. Universal features are identified in the scaled bulk and edge regions of…

Statistical Mechanics · Physics 2013-08-28 Viktor Eisler

We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…

Physics and Society · Physics 2008-12-02 Christoly Biely , Stefan Thurner

We consider a single particle spectrum as given by the eigenvalues of the Wigner-Dyson ensembles of random matrices, and fill consecutive single particle levels with n fermions. Assuming that the fermions are non-interacting, we show that…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 O. Bohigas , P. Leboeuf , M. J. Sanchez

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…

Mathematical Physics · Physics 2009-11-13 Pierpaolo Vivo , Satya N. Majumdar

We calculate analytically, for finite-size matrices, joint probability densities of ratios of level spacings in ensembles of random matrices characterized by their associated confining potential. We focus on the ratios of two spacings…

Quantum Physics · Physics 2014-03-18 Y. Y. Atas , E. Bogomolny , O. Giraud , P. Vivo , E. Vivo

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

We study the statistics of a system of N random levels with integer values, in the presence of a logarithmic repulsive potential of Dyson type. This probleme arises in sums over representations (Young tableaux) of GL(N) in various matrix…

Mathematical Physics · Physics 2009-10-31 Edouard Brezin , Vladimir Kazakov

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

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 study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap introduces an edge where the average density of fermions…

Statistical Mechanics · Physics 2016-12-20 David S. Dean , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

Mathematical Physics · Physics 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…

Statistical Mechanics · Physics 2014-09-29 S. K. Nechaev

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…

Mathematical Physics · Physics 2013-11-13 Gernot Akemann , Jesper R. Ipsen , Mario Kieburg

We apply QCD-inspired techniques to study nonrelativistic N-component degenerate fermions with attractive interactions. By analyzing the singular-value spectrum of the fermion matrix in the Lagrangian, we derive several exact relations that…

Quantum Gases · Physics 2016-04-12 Takuya Kanazawa , Arata Yamamoto

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

Mathematical Physics · Physics 2016-08-16 P. J. Forrester , J. R. Ipsen

Complex networks with directed, local interactions are ubiquitous in nature, and often occur with probabilistic connections due to both intrinsic stochasticity and disordered environments. Sparse non-Hermitian random matrices arise…

Disordered Systems and Neural Networks · Physics 2019-12-04 Grace H. Zhang , David R. Nelson

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

Statistical Mechanics · Physics 2009-10-31 T. H. Baker , P. J. Forrester , P. A. Pearce

We propose a new method for the evaluation of the particle density and kinetic pressure profiles in inhomogeneous one-dimensional systems of non-interacting fermions, and apply it to harmonically confined systems of up to N=1000 fermions.…

Statistical Mechanics · Physics 2009-10-31 Patrizia Vignolo , Anna Minguzzi , M. P. Tosi