Related papers: New Multicritical Random Matrix Ensembles

Sensitivity of an eigenvalue $\lambda_i$ to the perturbation of matrix elements is controlled by the eigenvalue condition number defined as $\kappa_i = \sqrt{\left< L_i | L_i\right> \left< R_i|R_i \right> }$, where $\left<L_i\right|$ and…

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

We study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries (considering each quaternion as a $2\times 2$ complex matrix). We define the ensemble by the matrix probability distribution function that is…

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a…

In a random unitary matrix model at large N, we study the properties of the expectation value of the character of the unitary matrix in the rank k symmetric tensor representation. We address the problem of whether the standard semiclassical…

We discuss an application of the random matrix theory in the context of estimating the bipartite entanglement of a quantum system. We discuss how the Wishart ensemble (the earliest studied random matrix ensemble) appears in this quantum…

We study the reduced energy spectrum $\{E_{i}^{(n)}\}$, which is constructed by picking one level from every $n$ levels of the original spectrum $\{E_{i}\}$, in a Gaussian ensemble of random matrix with Dyson index $\beta\in \left( 0,\infty…

We propose a working strategy to describe the eigenvalue statistics of random spin systems along the whole phase diagram with thermal to many-body localization (MBL) transition. Our strategy relies on two random matrix (RM) models with…

In this paper we employ the continuum approximation of Dyson to determine the asymptotic gap formation probability in the spectrum of $N\times N$ Hermitean random matrices. The associated orthogonal polynomials has weight function,…

In this paper, we introduce a particular class of matrices. We study the concept of a matrix to be \emph{balanced}. We study some properties of this concept in the context of matrix operations. We examine the behaviour of various matrix…

It is known (see e.g. [2], [4], [5], [6]) that continuous variations in the entries of a complex square matrix induce continuous variations in its eigenvalues. If such a variation arises from one real parameter $\alpha \in [0, 1]$, then the…

We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…

We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…

The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…

We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…

With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to compute eigenvalues of a large matrix, which may also be dense…

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…

The extreme eigenvalues of connectivity matrices govern the influence of the network structure on a number of network dynamical processes. A fundamental open question is whether the eigenvalues of large networks are well represented by…

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…