Related papers: Logarithmic Universality in Random Matrix Theory
Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…
We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.
Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…
We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…
We generalize the supersymmetry method in Random Matrix Theory to arbitrary rotation invariant ensembles. Our exact approach further extends a previous contribution in which we constructed a supersymmetric representation for the class of…
We show that the monotonicity conjecture of Merriss and Watkins is true in average when taking the set of matrices of given non negative spectra as probability space with respect to the Haar measure of the unitarian group .
We calculate the leading contribution to the spectral density of the Wilson Dirac operator using chiral perturbation theory where volume and lattice spacing corrections are given by universal scaling functions. We find analytical…
We discuss various universality aspects of numerical computations using standard algorithms. These aspects include empirical observations and rigorous results. We also make various speculations about computation in a broader sense.
It has been recently shown that, in the first order (Palatini) formalism, there is universality of Einstein equations and Komar energy-momentum complex, in the sense that for a generic nonlinear Lagrangian depending only on the scalar…
We extend the study of \emph{melonic} quartic tensor models to models with arbitrary quartic interactions. This extension requires a new version of the loop vertex expansion using several species of intermediate fields and iterated…
This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form $\mathcal{W}_N=\Sigma^{1/2}XX^*\Sigma ^{1/2}$. Here, $X=(x_{ij})_{M,N}$ is an…
We prove that for Gaussian random normal matrices the correlation function has universal behavior. Using the technique of orthogonal polynomials and identities similar to the Christoffel-Darboux formula, we find that in the limit, as the…
As is widely known, a non-Hermitian matrix exhibits distinct left and right eigenvectors, which form a bi-orthogonal system. Chalker and Mehling initiated the study of the joint statistics of the eigenvalues and the overlaps defined by the…
We derive the universality principle for empirical spectral distributions of sample covariance matrices and their Stieltjes transforms. This principle states the following. Suppose quadratic forms of random vectors $y_p$ in $R^p$ satisfy a…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
Quantum chaotic systems exhibit certain universal statistical properties that closely resemble predictions from random matrix theory (RMT). With respect to observables, it has recently been conjectured that, when truncated to a sufficiently…
In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure…
We argue that the spectrum of the QCD Dirac operator near zero virtuality can be described by random matrix theory. As in the case of classical random matrix ensembles of Dyson we have three distinct classes: the chiral orthogonal ensemble…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…