Related papers: Distribution of Eigenvalues in Non-Hermitian Ander…
We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the spike magnitude of leading eigenvalues, sample size, and dimensionality. This…
In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit…
The dynamics of open quantum systems is determined by avoided and true crossings of eigenvalue trajectories of a non-Hermitian Hamiltonian. The phases of the eigenfunctions are not rigid so that environmentally induced spectroscopic…
We study random graphs with arbitrary distributions of expected degree and derive expressions for the spectra of their adjacency and modularity matrices. We give a complete prescription for calculating the spectra that is exact in the limit…
The asymptotic distribution of a wide class of V- and U-statistics with estimated parameters is derived in the case when the kernel is not necessarily differentiable along the parameter. The results have their application in goodness-of-fit…
Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…
Non-Hermiticity and dephasing, collaborating in an unusual wave packet dynamics, realizes unconventional entanglement evolution in a disordered, interacting and asymmetric (non-reciprocal) quantum medium. Taking the Hatano-Nelson model as a…
We apply the recently introduced method of hermitization to study in the large $N$ limit non-hermitean random matrices that are drawn from a large class of circularly symmetric non-Gaussian probability distributions, thus extending the…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
Eigenvalues statistics of various many-body systems have been widely studied using the nearest neighbor spacing distribution under the random matrix theory framework. Here, we numerically analyze eigenvalue ratio statistics of multiplex…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
The non-Hermiticity of the system gives rise to a distinct knot topology in the complex eigenvalue spectrum, which has no counterpart in Hermitian systems. In contrast, the singular values of a non-Hermitian (NH) Hamiltonian are always real…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…
Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…
Non-Hermitian systems in condensed matter Physics are well studied in recent years. In conventional viewpoint, the non-Hermiticity of a Hamiltonian is obtained by dissipative or gain and loss. Recently, some people investigate the…
The nearest-neighbor level-spacing distributions are a fundamental quantity of disordered systems and universal. It is well-known that extended and localized states of random Hermitian systems follow the Wigner-Dyson and the Poison…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…
{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…
This paper discusses asymptotic distributions of various estimators of the underlying parameters in some regression models with long memory (LM) Gaussian design and nonparametric heteroscedastic LM moving average errors. In the simple…