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Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…
We calculate the eigenvalues of some two-dimensional non-Hermitian Hamiltonians by means of a pseudospectral method and straightforward diagonalization of the Hamiltonian matrix in a suitable basis set. Both sets of results agree remarkably…
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…
Green's function in non-Hermitian systems has recently been revealed to be capable of directional amplification in some cases. The exact formulas for end-to-end Green's functions are significantly important for studies of both non-Hermitian…
Consider a random regular graph of fixed degree $d$ with $n$ vertices. We study spectral properties of the adjacency matrix and of random Schr\"odinger operators on such a graph as $n$ tends to infinity. We prove that the integrated density…
The dynamical correlations of nonlocal operators in general quadratic open fermion systems is still a challenging problem. Here we tackle this problem by developing a new formulation of open fermion many-body systems, namely, the…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
We derive an analog of the master equation obtained recently for correlation functions of the XXZ chain for a wide class of quantum integrable systems described by the R-matrix of the six-vertex model, including in particular continuum…
We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory…
We consider the non-Hermitian XY spin chain with open boundary conditions when the anisotropy parameter is extended to complex values. By analyzing the quasi-Hamiltonian matrix, we demonstrate that the free-fermion structure of the…
We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a non-trivial way, leading to…
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…
We consider one-dimensional chains and multi-dimensional networks of harmonic oscillators coupled to two Langevin heat reservoirs at different temperatures. Each particle interacts with its nearest neighbors by harmonic potentials and all…
Nonlinear responses in condensed matter are intensively studied because they provide rich information about materials and hold the possibility of being applied in diodes or high-frequency optical devices. While nonlinear responses in…
The asymptotics of the equal-time one-particle Green's function for the half-filled one-dimensional Hubbard model is studied at finite temperature. We calculate its correlation length by evaluating the largest and the second largest…
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…
Introducing the fermionic R-operator and solutions of the inverse scattering problem for local fermion operators, we derive a multiple integral representation for zero-temperature correlation functions of a one-dimensional interacting…
The general correlation function for the eigenvalues of $p$ complex hermitian matrices coupled in a chain is given as a single determinant. For this we use a slight generalization of a theorem of Dyson.
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…