Related papers: Fractal Structure of Random Matrices
For a random matrix of entries sampled independently from a fairly general distribution in Z we study the probability that the cokernel is isomorphic to a given finite abelian group, or when it is cyclic. This includes the probability that…
The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…
We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
As was shown by Leutwyler and Smilga, the fact that chiral symmetry is broken and the existence of a effective finite volume partition function leads to an infinite number of sum rules for the eigenvalues of the Dirac operator in QCD. In…
We show that several statistics of the number of intersections between random eigenfunctions of general eigenvalues with a given smooth curve in flat tori are universal under various families of randomness.
The classification of universality classes of random-matrix theory has recently been extended beyond the Wigner-Dyson ensembles. Several of the novel ensembles can be discussed naturally in the context of superconducting-normal hybrid…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
Exact results from random matrix theory are used to systematically analyse the relationship between microscopic Dirac spectra and finite-volume partition functions. Results are presented for the unitary ensemble, and the chiral analogs of…
Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
We discuss properties of random fractals by means of a set of numbers that characterize their universal properties. This set is the generalized singularity specturm that consists of the usual spectrum of mulitfractal dimensions and the…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
Bayesian Poisson probability distributions for the average n can be analytically converted into equivalent chi-squared distributions. These can then be combined with other Gaussian or Bayesian Poisson distributions to make a total…
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…
We check the eigenvalue spectrum of the $\Phi^{4}_{1+1}$ Hamiltonian against Poisson or Wigner behavior predicted from random matrix theory. We discuss random matrix theory as a tool to discriminate the validity of a model Hamiltonian…
The Poisson multinomial distribution (PMD) describes the distribution of the sum of $n$ independent but non-identically distributed random vectors, in which each random vector is of length $m$ with 0/1 valued elements and only one of its…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…