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Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

Mathematical Physics · Physics 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor

We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…

Operator Algebras · Mathematics 2007-06-13 Benoit Collins , James A. Mingo , Piotr Sniady , Roland Speicher

We propose a quantum algorithm for finding eigenvalues of non-unitary matrices. We show how to construct, through interactions in a quantum system and projective measurements, a non-Hermitian or non-unitary matrix and obtain its eigenvalues…

Quantum Physics · Physics 2010-12-07 Hefeng Wang , Lian-Ao Wu , Yu-xi Liu , Franco Nori

We consider random non-hermitean matrices in the large $N$ limit. The power of analytic function theory cannot be brought to bear directly to analyze non-hermitean random matrices, in contrast to hermitean random matrices. To overcome this…

Condensed Matter · Physics 2009-10-30 J. Feinberg , A. Zee

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

Condensed Matter · Physics 2009-10-22 Moshe Moshe , Herbert Neuberger , Boris Shapiro

We consider a class of matrix integrals over the unitary group $U(N)$ with an infinite set of couplings characterized by a series $f(q)=\sum_{n \ge 1} a_n q^n$, with $a_n \in \mathbb{Z}$. Such integrals arise in physics as the partition…

High Energy Physics - Theory · Physics 2023-02-23 Sameer Murthy

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

We review a class of matrix models whose degrees of freedom are matrices with anticommuting elements. We discuss the properties of the adjoint fermion one-, two- and gauge invariant D-dimensional matrix models at large-N and compare them…

High Energy Physics - Theory · Physics 2009-10-30 Gordon W. Semenoff , Richard J. Szabo

We discuss the problem of adding random matrices, which enable us to study Hamiltonians consisting of a deterministic term plus a random term. Using a diagrammatic approach and introducing the concept of ``gluon connectedness," we calculate…

Condensed Matter · Physics 2009-10-28 Anthony Zee

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

Probability · Mathematics 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

In this paper, we give several matrix representations for the Horadam quaternions. We derive several identities related to these quaternions by using the matrix method. Since quaternion multiplication is not commutative, some of our results…

Number Theory · Mathematics 2019-10-10 Elif Tan , Ho-Hon Leung

Hypergeometric functions of complex matrices were introduced by James in multivariate statistics. These special functions play many roles in random matrix theory. The main goal of this paper is to suggest a new use for them as holomorphic…

Combinatorics · Mathematics 2024-10-08 Jonathan Novak

We give a refined definition of the class of random matrix ensembles introduced in our paper "Structured random matrices and cyclic cumulants: A free probability approach" (arXiv:2309.14315) by extending the so-called fourth axiom to deal…

Probability · Mathematics 2025-05-28 Denis Bernard , Ludwig Hruza

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex…

Mathematical Physics · Physics 2011-06-01 Gernot Akemann

A class of recently introduced su(n) `free-fermion' models has recently been used to construct generalized Hubbard models. I derive an algebra defining the `free-fermion' models and give new classes of solutions. I then introduce a…

Statistical Mechanics · Physics 2009-10-30 Z. Maassarani

A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…

Mathematical Physics · Physics 2011-02-07 Eugene Kanzieper , Navinder Singh

We suggest that the spectral properties near zero virtuality of three dimensional QCD, follow from a Hermitean random matrix model. The exact spectral density is derived for this family of random matrix models both for even and odd number…

High Energy Physics - Theory · Physics 2009-10-28 J. J. M. Verbaarschot , I. Zahed

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 study the scaling of the convergence of several statistical properties of a recently introduced random unitary circuit ensemble towards their limits given by the circular unitary ensemble (CUE). Our study includes the full distribution…

Quantum Physics · Physics 2010-06-23 Ludovic Arnaud , Daniel Braun