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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

Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…

Mathematical Physics · Physics 2012-02-23 Yan V Fyodorov

We consider the Anderson model on the finite grid $G = \mathbb Z/L_1\mathbb Z\times\cdots\times\mathbb Z/L_d\mathbb Z$, defined by the random Hamiltonian $H_t=\Delta+tV$, where $\Delta$ is the discrete Laplacian and…

Mathematical Physics · Physics 2025-12-02 Oluyinka Lindblad , Ezra Guerrero

Non-Hermitian systems exhibit a distinctive type of wave propagation, due to the intricate interplay of non-Hermiticity and disorder. Here, we investigate the spreading dynamics in the archetypal non-Hermitian Aubry-Andr\'e model with…

Disordered Systems and Neural Networks · Physics 2024-12-03 Ze-Yu Xing , Shu Chen , Haiping Hu

The intensity distribution of electromagnetic polar waves in a chain of near-resonant weakly-coupled scatterers is investigated theoretically and supported by a numerical analysis. Critical scaling behavior is discovered for part of the…

Mesoscale and Nanoscale Physics · Physics 2013-05-29 Sanli Faez , Ad Lagendijk , Alexander Ossipov

Quantifying the eigenvalue spectra of large random matrices allows one to understand the factors that contribute to the stability of dynamical systems with many interacting components. This work explores the effect that the interaction…

Disordered Systems and Neural Networks · Physics 2022-12-08 Joseph W. Baron

This paper is devoted to a dispersion analysis of a class of perturbed p-Laplacians. Besides the p-Laplacian-like eigenvalue problems we also deal with new and non-standard eigenvalue problems, which can not be solved by the methods used in…

Spectral Theory · Mathematics 2010-10-21 Mahir Hasanov

Horn's problem -- to find the support of the spectrum of eigenvalues of the sum $C=A+B$ of two $n$ by $n$ Hermitian matrices whose eigenvalues are known -- has been solved by Knutson and Tao. Here the probability distribution function (PDF)…

Mathematical Physics · Physics 2018-09-13 Jean-Bernard Zuber

We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…

Spectral Theory · Mathematics 2007-05-23 E B Davies

We study numerically the localization properties of eigenstates in a one-dimensional random lattice described by a non-Hermitian disordered Hamiltonian, where both the disorder and the non-Hermiticity are inserted simultaneously in the…

Disordered Systems and Neural Networks · Physics 2020-01-08 Ba Phi Nguyen , Duy Khuong Phung , Kihong Kim

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2022-01-14 Lucas Benigni , Sandrine Péché

The eigenvalue problem on the circle for the non-self-adjoint operators $L_{m}(V)=(-1)^{m}\frac{d^{2m}}{dx^{2m}}+V$, $m\in \mathbb{N}$ with singular complex-valued 2-periodic distributions $V\in H_{per}^{-m}[-1,1]$ is studied. Asymptotic…

Functional Analysis · Mathematics 2014-03-12 Vladimir Mikhailets , Volodymyr Molyboga

Chaotic behavior or lack thereof in non-Hermitian systems is often diagnosed via spectral analysis of associated complex eigenvalues. Very recently, singular values of the associated non-Hermitian systems have been proposed as an effective…

Statistical Mechanics · Physics 2025-03-18 Mahaveer Prasad , S. Harshini Tekur , Bijay Kumar Agarwalla , Manas Kulkarni

We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…

Statistical Mechanics · Physics 2020-07-15 Lucas Sá , Pedro Ribeiro , Tomaž Prosen

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 ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…

Machine Learning · Computer Science 2018-09-20 Andrew Skabar

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

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…

Probability · Mathematics 2024-11-06 Mario Kieburg , Jiyuan Zhang

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali