Related papers: Index Distribution of Random Matrices with an Appl…
We compute the joint eigenvalue distribution for the rank one Hermitian and non-Hermitian perturbations of chiral Gaussian $\beta$-ensembles ($\beta>0$) of random matrices.
The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…
We derive simple linear, inhomogeneous recurrences for the variance of the index by utilising the fact that the generating function for the distribution of the number of positive eigenvalues of a Gaussian unitary ensemble is a…
The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary…
We compute the statistical distribution of index-1 saddles surrounding a given local minimum of the $p$-spin energy landscape, as a function of their distance to the minimum in configuration space and of the energy of the latter. We…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
We propose a theoretical framework to study the eigenvalue spectra of the controllability Gramian of systems with random state matrices, such as networked systems with a random graph structure. Using random matrix theory, we provide…
We compute the distribution of the decay rates (also referred to as residues) of the eigenstates of a disordered slab from a numerical model. From the results of the numerical simulations, we are able to find simple analytical formulae that…
This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…
Level-spacing distributions of the Gaussian Unitary Ensemble (GUE) of random matrix theory are expressed in terms of solutions of coupled differential equations. Series solutions up to order 50 in the level spacing are obtained, thus…
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the…
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently…
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and…
In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…
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…
In an absorptive system the Wigner reaction $K-$matrix (directly related to the impedance matrix in acoustic or electromagnetic wave scattering) is non-selfadjoint, hence its eigenvalues are complex. The most interesting regime arises when…
Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…