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It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…

Mathematical Physics · Physics 2015-02-06 E. Brezin , S. Hikami

The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master…

Statistical Finance · Quantitative Finance 2012-05-22 Andrzej Jarosz

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

We analyze correlation functions in a toy model of a random geometry interacting with matter. We show that in general the connected correlator will contain a long-range scaling part which is in some sense a remnant of the disconnected part.…

High Energy Physics - Lattice · Physics 2015-06-25 J. Ambjorn , P. Bialas , J. Jurkiewicz

We introduce a formalism for time-dependent correlation functions for systems whose evolutions are governed by non-Hermitian Hamiltonians of general type. It turns out that one can define two different types of time correlation functions.…

Quantum Physics · Physics 2016-10-21 Alessandro Sergi , Konstantin G. Zloshchastiev

We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…

Condensed Matter · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

We calculate accurate critical parameters for a class of non-hermitian Hamiltonians by means of the diagonalization method. We study three one-dimensional models and two perturbed rigid rotors with PT symmetry. One of the latter models…

Mathematical Physics · Physics 2013-08-28 Francisco M Fernández , Javier Garcia

We consider a class of (possibly nondiagonalizable) pseudo-Hermitian operators with discrete spectrum, showing that in no case (unless they are diagonalizable and have a real spectrum) they are Hermitian with respect to a semidefinite inner…

Quantum Physics · Physics 2015-06-26 G. Scolarici , L. Solombrino

The large N limit of fermionic vectors models is studied using bilocal variables, in the framework of a collective field theory approach. The large N configuration is determined completely using only classical solutions of the model.…

High Energy Physics - Theory · Physics 2009-11-11 Phil Ferrer

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

Eigenvectors of large matrices (and graphs) play an essential role in combinatorics and theoretical computer science. The goal of this survey is to provide an up-to-date account on properties of eigenvectors when the matrix (or graph) is…

Probability · Mathematics 2016-06-14 Sean O'Rourke , Van Vu , Ke Wang

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…

Analysis of PDEs · Mathematics 2024-03-20 Charles Bertucci , Jean-Michel Lasry , Pierre Louis Lions

We consider conditions for the existence of boundary modes in non-Hermitian systems with edges of arbitrary co-dimension. Through a universal formulation of formation criteria for boundary modes in terms of local Green functions, we outline…

Mesoscale and Nanoscale Physics · Physics 2020-02-12 Dan S. Borgnia , Alex Jura Kruchkov , Robert-Jan Slager

Nowadays, strict finite size effects must be taken into account in condensed matter problems when treated through models based on lattices or graphs. On the other hand, the cases of directed bonds or links are known as highly relevant, in…

Disordered Systems and Neural Networks · Physics 2016-06-15 G. S. Dhesi , M. Ausloos

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke

We present an alternative approach to studying topology in open quantum systems, relying directly on Green's functions and avoiding the need to construct an effective non-Hermitian Hamiltonian. We define an energy-dependent Chern number…

Mesoscale and Nanoscale Physics · Physics 2021-02-17 M. Belén Farias , Solofo Groenendijk , Thomas L. Schmidt

Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…

Condensed Matter · Physics 2017-02-08 E. Kanzieper , V. Freilikher

In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

Probability · Mathematics 2017-07-05 Kartick Adhikari , Koushik Saha