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{Recently, we found that the correlation between the eigenvalues of random hermitean matrices exhibits universal behavior. Here we study this universal behavior and develop a diagrammatic approach which enables us to extend our previous…

Condensed Matter · Physics 2009-10-22 E. Brezin , A. Zee

It is well known that Pfaffian formulas for eigenvalue correlations are useful in the analysis of real and quaternion random matrices. Moreover the parametric correlations in the crossover to complex random matrices are evaluated in the…

Mathematical Physics · Physics 2009-11-13 Taro Nagao

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…

Complex Variables · Mathematics 2008-09-24 Jinho Baik

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Mathematical Physics · Physics 2013-06-25 Tom Claeys , Dong Wang

Solving interacting fermionic quantum many-body problems as they are ubiquitous in quantum chemistry and materials science is a central task of theoretical and numerical physics, a task that can commonly only be addressed in the sense of…

Quantum Physics · Physics 2024-10-14 Christian Krumnow , Zoltán Zimborás , Jens Eisert

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

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

Probability · Mathematics 2022-08-23 Sung-Soo Byun , Markus Ebke

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…

Mathematical Physics · Physics 2012-08-22 Sebastian Schierenberg , Falk Bruckmann , Tilo Wettig

The purpose of this paper is to prove that the spectrum of the non-self-adjoint one-particle Hamiltonian proposed by J. Feinberg and A. Zee (Phys. Rev. E 59 (1999), 6433--6443) has interior points. We do this by first recalling that the…

Mathematical Physics · Physics 2015-09-11 Simon Chandler-Wilde , Ratchanikorn Chonchaiya , Marko Lindner

We study a generalization of the Wigner function to arbitrary tuples of hermitian operators. We show that for any collection of hermitian operators A1...An , and any quantum state there is a unique joint distribution on R^n, with the…

Quantum Physics · Physics 2020-07-09 René Schwonnek , Reinhard F. Werner

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Molecular Networks · Quantitative Biology 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

It is known that hermitean random matrix ensembles can be identified with symmetric coset spaces of Lie groups, or else with tangent spaces of the same. This results in a classification of random matrix ensembles as well as applications in…

Mathematical Physics · Physics 2009-11-13 Ulrika Magnea

In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…

Information Theory · Computer Science 2015-07-29 Oliver James , Heung-No Lee

In classical matrix theory, there exist useful extremal characterizations of eigenvalues and their sums for Hermitian matrices (due to Ky Fan, Courant-Fischer-Weyl and Wielandt) and some consequences such as the majorization assertion in…

Operator Algebras · Mathematics 2013-11-12 Madhushree Basu , V. S. Sunder

We find stochastic equations governing eigenvalues and eigenvectors of a dynamical complex Ginibre ensemble reaffirming the intertwined role played between both sets of matrix degrees of freedom. We solve the accompanying…

Mathematical Physics · Physics 2018-09-26 Jacek Grela , Piotr Warchoł

We provide a measurement protocol to estimate 2- and 4-point fermionic correlations in ultra-cold atom experiments. Our approach is based on combining random atomic beam splitter operations, which can be realized with programmable optical…

We study a generalization of the Wigner function to arbitrary tuples of hermitian operators, which is a distribution uniquely characterized by the property that the marginals for all linear combinations of the given operators agree with the…

Quantum Physics · Physics 2020-07-09 René Schwonnek , Reinhard F. Werner

Horn's problem, i.e., the study of the eigenvalues of the sum $C=A+B$ of two matrices, given the spectrum of $A$ and of $B$, is re-examined, comparing the case of real symmetric, complex Hermitian and self-dual quaternionic $3\times 3$…

Representation Theory · Mathematics 2019-05-27 Robert Coquereaux , Jean-Bernard Zuber
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