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The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Condensed Matter · Physics 2009-10-28 Boris A Khoruzhenko

We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

Disordered Systems and Neural Networks · Physics 2018-08-15 Isaac Pérez Castillo , Fernando L. Metz

A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…

Statistical Mechanics · Physics 2009-11-13 Satya N. Majumdar , Oriol Bohigas , Arul Lakshminarayan

Eigenvalues of a density matrix characterize well the quantum state's properties, such as coherence and entanglement. We propose a simple method to determine all the eigenvalues of an unknown density matrix of a finite-dimensional system in…

Quantum Physics · Physics 2014-01-24 Tohru Tanaka , Yukihiro Ota , Mitsunori Kanazawa , Gen Kimura , Hiromichi Nakazato , Franco Nori

Consider a $N\times n$ random matrix $Z_n=(Z^n_{j_1 j_2})$ where the individual entries are a realization of a properly rescaled stationary gaussian random field. The purpose of this article is to study the limiting empirical distribution…

Probability · Mathematics 2007-06-13 W. Hachem , P. Loubaton , J. Najim

For large random matrices $X$ with independent, centered entries but not necessarily identical variances, the eigenvalue density of $XX^*$ is well-approximated by a deterministic measure on $\mathbb{R}$. We show that the density of this…

Probability · Mathematics 2017-11-22 Johannes Alt

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

Mathematical Physics · Physics 2009-11-10 Romuald A. Janik , Waldemar Wieczorek

Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…

Statistical Mechanics · Physics 2010-10-21 Boris A. Khoruzhenko , Hans-Juergen Sommers , Karol Zyczkowski

The density of state for a complex $N\times N$ random matrix coupled to an external deterministic source is considered for a finite N, and a compact expression in an integral representation is obtained.

Statistical Mechanics · Physics 2009-10-31 S. Hikami , R. Pnini

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Staering , B. Mehlig , Yan V. Fyodorov , J. M. Luck

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

Mathematical Physics · Physics 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

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…

High Energy Physics - Theory · Physics 2015-05-30 Joanna L. Karczmarek , Gordon W. Semenoff

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…

Chaotic Dynamics · Physics 2011-12-07 P. Leboeuf , A. G. Monastra

This paper centers on the limit eigenvalue distribution for random Vandermonde matrices with unit magnitude complex entries. The phases of the entries are chosen independently and identically distributed from the interval $[-\pi,\pi]$.…

Probability · Mathematics 2015-03-17 Gabriel H. Tucci , Philip A. Whiting

We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…

Condensed Matter · Physics 2009-10-22 E. Brézin , A. Zee
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