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Entanglement related properties work as nice fingerprint of the quantum many-body wave function. However, those of fermionic models are hard to evaluate in standard numerical methods because they suffer from finite size effects. We show…

Strongly Correlated Electrons · Physics 2020-11-04 Xavier Plat , Chisa Hotta

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

A variational formulation for the calculation of interacting fermion systems based on the density-matrix functional theory is presented. Our formalism provides for a natural integration of explicit many-particle effects into standard…

Strongly Correlated Electrons · Physics 2013-05-29 Peter E. Bloechl , Christian F. J. Walther , Thomas Pruschke

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

Mathematical Physics · Physics 2015-06-23 V. K. B. Kota

Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…

Mathematical Physics · Physics 2013-06-28 Gernot Akemann , Mario Kieburg , Lu Wei

We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues…

High Energy Physics - Theory · Physics 2008-11-26 P. Wiegmann , A. Zabrodin

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Staering , B. Mehlig , Yan V. Fyodorov , J. M. Luck

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…

Statistical Mechanics · Physics 2023-03-07 Wouter Buijsman

We propose a method based on the Wang-Landau algorithm to numerically generate the spectral densities of random matrix ensembles. The method employs Dyson's log-gas formalism for random matrix eigenvalues and also enables one to…

Statistical Mechanics · Physics 2013-01-28 Santosh Kumar

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

Probability · Mathematics 2015-10-23 Kristina Schubert

We study the empirical measure $L_{A_n}$ of the eigenvalues of non-normal square matrices of the form $A_n=U_nD_nV_n$ with $U_n,V_n$ independent Haar distributed on the unitary group and $D_n$ real diagonal. We show that when the empirical…

Probability · Mathematics 2010-11-15 Alice Guionnet , Manjunath Krishnapur , Ofer Zeitouni

We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…

Nuclear Theory · Physics 2009-10-31 A. Andersen , A. D. Jackson , H. J. Pedersen

I review aspects of work done in collaboration with A. Zee and R. Scalettar \cite{fz1,fz2,fsz} on complex non-hermitean random matrices. I open by explaining why the bag of tools used regularly in analyzing hermitean random matrices cannot…

Disordered Systems and Neural Networks · Physics 2014-11-17 Joshua Feinberg

One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the…

Mathematical Physics · Physics 2015-06-11 Anthony Mays

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

In this article, we study high-dimensional behavior of empirical spectral distributions $\{L_N(t), t\in[0,T]\}$ for a class of $N\times N$ symmetric/Hermitian random matrices, whose entries are generated from the solution of stochastic…

Probability · Mathematics 2020-08-12 Jian Song , Jianfeng Yao , Wangjun Yuan

Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of…

Mathematical Physics · Physics 2015-10-20 Zdzislaw Burda , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

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…

Mathematical Physics · Physics 2016-09-07 N. S. Witte , P. J. Forrester
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