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The paper presents conditions on entry permutations that induce asymptotic freeness when acting on Gaussian random matrices. The class of permutations described includes the matrix transpose, as well as entry permutations relevant in…

Operator Algebras · Mathematics 2020-04-07 Mihai Popa

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to…

Probability · Mathematics 2023-06-23 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

We study the eigenvalue distribution of a GUE matrix with a variance profile that is perturbed by an additive random matrix that may possess spikes. Our approach is guided by Voiculescu's notion of freeness with amalgamation over the…

Statistics Theory · Mathematics 2020-05-19 Jérémie Bigot , Camille Male

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , Hans-Juergen Sommers

We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…

Statistical Mechanics · Physics 2023-04-11 Saumya Shivam , Andrea De Luca , David A. Huse , Amos Chan

We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

Statistical Mechanics · Physics 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

We introduce the first random matrix model of a complex $\beta$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $\beta$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys.,…

Mathematical Physics · Physics 2025-04-21 Francesco Mezzadri , Henry Taylor

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…

Mathematical Physics · Physics 2015-07-07 Ravi Prakash , Akhilesh Pandey

We show that real second order freeness appears in the study of Haar unitary and unitarily invariant random matrices when transposes are also considered. In particular we obtain the unexpected result that a unitarily invariant random matrix…

Operator Algebras · Mathematics 2014-11-25 James A. Mingo , Mihai Popa

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

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Mathematical Physics · Physics 2021-07-14 Arka Adhikari , Marius Lemm , Horng-Tzer Yau

Symmetry of non-Hermitian matrices underpins many physical phenomena. In particular, chaotic open quantum systems exhibit universal bulk spectral correlations classified on the basis of time-reversal symmetry$^{\dagger}$ (TRS$^{\dagger}$),…

Quantum Physics · Physics 2025-10-29 Anish Kulkarni , Kohei Kawabata , Shinsei Ryu

Transfer matrix techniques are used to provide a new proof of Widom's results on the asymptotic spectral theory of finite block Toeplitz matrices. Furthermore, a rigorous treatment of the skin effect, spectral outliers, the generalized…

Mathematical Physics · Physics 2024-10-08 Lars Koekenbier , Hermann Schulz-Baldes

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

Mathematical Physics · Physics 2008-03-06 N. Orantin

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

Probability · Mathematics 2007-05-23 Brian Rider

Non-Hermitian disordered systems have emerged as a central arena in modern physics, with ramifications spanning condensed matter, quantum, statistical, and high energy contexts. The same principles also underlie phenomena beyond physics,…

Mesoscale and Nanoscale Physics · Physics 2026-03-24 Kohei Kawabata , Shinsei Ryu

In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit…

Probability · Mathematics 2011-03-01 Charles Bordenave

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

Information Theory · Computer Science 2011-10-07 Roland Speicher , Carlos Vargas , Tobias Mai

We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper…

High Energy Physics - Phenomenology · Physics 2007-05-23 M. A. Stephanov , J. J. M. Verbaarschot , T. Wettig