Related papers: Random unistochastic matrices
We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…
We study the conjugation action of orthogonal matrices on symmetric random matrices. Given a fixed orthogonal matrix over an algebraic number field and a random matrix with entries sufficiently uniform in the ring of integers, we wonder…
Two matrices $A$ and $B$ are called unitary (resp. orthogonal) equivalent if $AU=VB$ for two unitary (resp. orthogonal) matrices $U$ and $V$. Using trace identities, criteria are given for simultaneous unitary, orthogonal or complex…
The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_\beta(N,r)$ consist of $N \times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…
We study a class of holomorphic matrix models. The integrals are taken over middle dimensional cycles in the space of complex square matrices. As the size of the matrices tends to infinity, the distribution of eigenvalues is given by a…
We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…
Motivated by the study of Polyakov lines in gauge theories, Hanada and Watanabe recently presented a conjectured formula for the distribution of eigenphases of Haar-distributed random SU(N) matrices ($\beta$=2), supported by explicit…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
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…
Using Grassmann variables and an analogy with two dimensional electrostatics, we obtain the average eigenvalue distribution $\rho(\omega)$ of ensembles of $N \times N$ asymmetrically diluted Hopfield matrices in the limit $N \rightarrow…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
Given a chain complex with the only modification that each cell of the complex has a probability distribution assigned. We will call this complex - a random complex and what should be understood in practice, is that we have a classical…
The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…
Level-spacing distributions of the Gaussian Unitary Ensemble (GUE) of random matrix theory are expressed in terms of solutions of coupled differential equations. Series solutions up to order 50 in the level spacing are obtained, thus…
We provide a graphical calculus for computing averages of tensor network diagrams with respect to the distribution of random vectors containing independent uniform complex phases. Our method exploits the order structure of the partially…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…