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We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…

High Energy Physics - Theory · Physics 2007-05-23 A. Zabrodin

We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…

Mathematical Physics · Physics 2016-06-01 Ravi Prakash , Akhilesh Pandey

Quantum gravity "foam", among its various generic Lorentz non-invariant effects, would cause neutrino mixing. It is shown here that, if the foam is manifested as a nonrenormalizable effect at scale M, the oscillation length generically…

High Energy Physics - Phenomenology · Physics 2009-11-07 Ram Brustein , David Eichler , Stefano Foffa

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in…

Probability · Mathematics 2019-06-05 Tom Claeys , Benjamin Fahs , Gaultier Lambert , Christian Webb

We investigate a one-dimensional S=1/2 antiferromagnetic Heisenberg model coupled to quantum lattice vibration using a quantum Monte Carlo method. We study the ground-state lattice fluctuation where the system shows a characteristic…

Statistical Mechanics · Physics 2009-11-07 Hiroaki Onishi , Seiji Miyashita

We develop the statistical mechanics of the Hopfield model in a transverse field to investigate how quantum fluctuations affect the macroscopic behavior of neural networks. When the number of embedded patterns is finite, the Trotter…

Condensed Matter · Physics 2009-10-28 Hidetoshi Nishimori , Yoshihiko Nonomura

The Planck units were originally derived from a dimensional analysis without a deeper understanding of their meaning. It was later believed that these units may provide a link between quantum theory and gravity in a yet to be developed…

General Physics · Physics 2015-06-05 M. Tajmar

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

This article is concerned with statistics of addition spectra for systems of identical charged particles. A classical model is suggested in order to study fluctuations of Coulomb blockade peak spacings in large two-dimensional semiconductor…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Yshai Avishai , Daniel Berend , Richard Berkovits

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

Equilibrium statistical ensembles commute with the Hamiltonian and thus carry no coherence in the energy eigenbasis. We develop a framework in which energy fluctuations can retain genuinely quantum-coherent contributions. We foliate state…

Quantum Physics · Physics 2026-05-08 Maurizio Fagotti

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

Some recent publications by authors from the University of Maryland analyse the fluctuations of multi-port model parameters in stochastic environments. These authors use random matrix theory (RMT) for estimates concerning eigenfunction…

Mathematical Physics · Physics 2011-11-10 Bastiaan Michielsen , Francois Issac , Isabelle Junqua , Cecile Fiachetti

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

We study the ensemble of complex symmetric matrices. The ensemble is useful in the study of effect of dissipation on systems with time reversal invariance. We consider the nearest neighbor spacing distribution and spacing ratio to…

Quantum Physics · Physics 2019-04-30 Ambuja Bhushan Jaiswal , Ravi Prakash , Akhilesh Pandey

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically…

Statistical Finance · Quantitative Finance 2009-03-10 Gilles Zumbach

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

The quantum fluctuation effects in the time-of-flight (TOF) experiment for a condensate released from an optical lattice potential is studied within the truncated Wigner approximation. By investigating both the spatial and momentum density…

Quantum Gases · Physics 2010-09-29 Shiang Fang , Ray-Kuang Lee , Daw-Wei Wang

We establish a quantitative version of the Tracy--Widom law for the largest eigenvalue of high dimensional sample covariance matrices. To be precise, we show that the fluctuations of the largest eigenvalue of a sample covariance matrix…

Probability · Mathematics 2021-08-21 Kevin Schnelli , Yuanyuan Xu