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We generalize classical results in spectral graph theory and linear algebra more broadly, from the case where the underlying matrix is Hermitian to the case where it is non-Hermitian. New admissibility conditions are introduced to replace…

Spectral Theory · Mathematics 2019-05-21 Edinah K. Gnang , James M. Murphy

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

Probability · Mathematics 2025-04-08 Indrajit Jana , Sunita Rani

This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…

Mathematical Physics · Physics 2009-12-01 B. A. Khoruzhenko , H. -J. Sommers

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

We consider $N\times N$ Hermitian random matrices $H$ consisting of blocks of size $M\geq N^{6/7}$. The matrix elements are i.i.d. within the blocks, close to a Gaussian in the four moment matching sense, but their distribution varies from…

Probability · Mathematics 2015-03-27 Zhigang Bao , Laszlo Erdos

Green's functions are fundamental quantities that determine the linear responses of physical systems. The recent developments of non-Hermitian systems, therefore, call for Green's function formulas of non-Hermitian bands. This task is…

Mesoscale and Nanoscale Physics · Physics 2021-12-17 Wen-Tan Xue , Ming-Rui Li , Yu-Min Hu , Fei Song , Zhong Wang

We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framework based on the generalized Green's functions, which…

Mathematical Physics · Physics 2016-06-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Wojciech Tarnowski , Piotr Warchoł

The eigenvector-eigenvalue identity relates the eigenvectors of a Hermitian matrix to its eigenvalues and the eigenvalues of its principal submatrices in which the jth row and column have been removed. We show that one-dimensional arrays of…

Quantum Physics · Physics 2020-03-11 Henning U. Voss , Douglas J. Ballon

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

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…

Disordered Systems and Neural Networks · Physics 2009-10-30 J. Feinberg , A. Zee

Non-Hermitian skin effect, namely that the eigenvalues and eigenstates of a non-Hermitian tight-binding Hamiltonian have significant differences under open or periodic boundary conditions, is a remarkable phenomenon of non-Hermitian…

Mesoscale and Nanoscale Physics · Physics 2021-10-04 Liang Mao , Tianshu Deng , Pengfei Zhang

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Probability · Mathematics 2011-04-12 Shankar Bhamidi , Steven N. Evans , Arnab Sen

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…

Mathematical Physics · Physics 2015-06-26 Yan V Fyodorov , Eugene Strahov

We study the many-body physics of different quantum systems using a hierarchy of correlations, which corresponds to a generalization of the $1/\mathcal{Z}$ hierarchy. The decoupling scheme obtained from this hierarchy is adapted to…

Strongly Correlated Electrons · Physics 2016-07-27 Álvaro Gómez-León

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…

Mathematical Physics · Physics 2017-07-03 Maciej A. Nowak , Wojciech Tarnowski

Green's functions of non-Hermitian systems play a fundamental role in various dynamical processes. Because non-Hermitian systems are sensitive to boundary conditions due to the non-Hermitian skin effect, open-boundary Green's functions are…

Mesoscale and Nanoscale Physics · Physics 2023-10-24 Yu-Min Hu , Zhong Wang

A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…

High Energy Physics - Phenomenology · Physics 2024-10-03 S. H. Chiu , T. K. Kuo

We calculate connected correlators in time dependent Gaussian orthogonal and symplectic random matrix ensembles by a diagrammatic method. We obtain averaged one-point Green's functions in the leading order O(1) and wide two-level and…

Condensed Matter · Physics 2008-02-03 Chigak Itoi , Yoshinori Sakamoto