Related papers: New Developments In Non-Hermitian Random Matrix Mo…
Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…
The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of…
Non-Hermitian random matrices have been utilized in such diverse fields as dissipative and stochastic processes, mesoscopic physics, nuclear physics, and neural networks. However, the only known universal level-spacing statistics is that of…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
In this article, a model of random hermitian matrices is considered, in which the measure $\exp(-S)$ contains a general U(N)-invariant potential and an external source term: $S=N\tr(V(M)+MA)$. The generalization of known determinant…
This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…
We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…
The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the rank-1 perturbation of sums of Hermitian matrices and…
We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the…
We investigate the product of $n$ complex non-Hermitian, independent random matrices, each of size $N\times N$ in the class of elliptic matrices, with independent identically distributed entries. The joint probability distribution of the…
In these notes we explore a variety of models comprising a large number of constituents. An emphasis is placed on integrals over large Hermitian matrices, as well as quantum mechanical models whose degrees of freedom are organised in a…
We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
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…
We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…
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…
In this work we present a general formalism to treat non-Hermitian and noncommutative Hamiltonians. This is done employing the phase-space formalism of quantum mechanics, which allows to write a set of robust maps connecting the Hamitonians…
A generalized non-Hermitian oscillator Hamiltonian is proposed that consists of additional linear terms which break PT-symmetry explicitly. The model is put into an equivalent Hermitian form by means of a similarity transformation and the…