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The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master…

Statistical Finance · Quantitative Finance 2012-05-22 Andrzej Jarosz

A conceptual bridge is provided between SUSY and the three-Hilbert-space upgrade of quantum theory a.k.a. ${\cal PT}-$symmetric or quasi-Hermitian. In particular, a natural theoretical link is found between SUSY and the presence of Kato's…

High Energy Physics - Theory · Physics 2025-11-27 Miloslav Znojil

Parity-time ($PT$)-symmetric Hamiltonians exhibit non-unitary dynamical evolution while maintaining real spectra, and offer unique approaches to quantum sensing and entanglement generation. Here we present a method for simulating the…

Quantum Physics · Physics 2026-01-15 Maryam Abbasi , Koray Aydogan , Anthony W. Schlimgen , Kade Head-Marsden

Non-Hermitian PT-symmetric models have been extensively studied in recent years. Following the seminal work that reduced classical random matrix ensembles to a tridiagonal form, several efforts have aimed to generalize this framework to…

Statistical Mechanics · Physics 2025-11-13 Cleverson Andrade Goulart , Gleb Oshanin , Mauricio Porto Pato

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…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers

We study a two-dimensional exactly solvable non-Hermitian $PT-$non-symmetric quantum model with real spectrum, which is not amenable to separation of variables, by supersymmetrical methods. Here we focus attention on the property of…

High Energy Physics - Theory · Physics 2008-11-26 F. Cannata , M. V. Ioffe , D. N. Nishnianidze

Recently, much research has been carried out on Hamiltonians that are not Hermitian but are symmetric under space-time reflection, that is, Hamiltonians that exhibit PT symmetry. Investigations of the Sturm-Liouville eigenvalue problem…

High Energy Physics - Theory · Physics 2007-05-23 Carl M. Bender , Dorje C. Brody , Lane P. Hughston , Bernhard K. Meister

We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…

Mathematical Physics · Physics 2019-02-14 Gernot Akemann , Mario Kieburg , Adam Mielke , Pedro Vidal

We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…

Mathematical Physics · Physics 2020-03-03 Lucas H. Oliveira , Marcel Novaes

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…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Pseudo-Hermitian operators generalize the concept of Hermiticity. This class of operators includes the quasi-Hermitian operators, which reformulate quantum theory while retaining real-valued measurement outcomes and unitary time evolution.…

Quantum Physics · Physics 2023-06-08 Jacob L. Barnett

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…

Mathematical Physics · Physics 2010-04-05 Laszlo Erdos , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

The recently introduced by us two- and three-parameter ($p,q$)- and ($p,q,\mu$)-deformed extensions of the Heisenberg algebra were explored under the condition of their direct link with the respective (nonstandard) deformed quantum…

Quantum Physics · Physics 2019-03-05 A. M. Gavrilik , I. I. Kachurik

Non-Hermitian random matrices have been utilized in such diverse fields as dissipative and stochastic processes, mesoscopic physics, nuclear physics, and neural networks. However, the only known universal level-spacing statistics is that of…

Statistical Mechanics · Physics 2020-06-08 Ryusuke Hamazaki , Kohei Kawabata , Naoto Kura , Masahito Ueda

Supersymmetry between bosons and fermions is modeled within PT- symmetric quantum mechanics. A non-Hermitian alternative to the Witten's supersymmetric quantum mechanics is obtained.

High Energy Physics - Phenomenology · Physics 2011-09-07 Miloslav Znojil

We propose construction of a unique and definite metric ($\eta_+$), time-reversal operator (T) and an inner product such that the pseudo-Hermitian matrix Hamiltonians are C, PT, and CPT invariant and PT(CPT)-norm is indefinite (definite).…

Quantum Physics · Physics 2009-11-10 Zafar Ahmed

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

Probability · Mathematics 2008-06-05 Holger Kösters

This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

Condensed Matter · Physics 2008-02-03 Josef A. Zuk

N-site-lattice Hamiltonians H are introduced and perceived as a set of systematic discrete approximants of a certain PT-symmetric square-well-potential model with the real spectrum and with a non-Hermiticity which is localized near the…

Quantum Physics · Physics 2013-05-15 Miloslav Znojil , Junde Wu

Using a novel approach, we investigate the shape of the average spectrum and the spectral fluctuations of the $k$-body embedded unitary ensemble in the limit of large matrix dimension. We identify the transition point between semicircle and…

Condensed Matter · Physics 2009-10-31 Luis Benet , Thomas Rupp , Hans A. Weidenmueller
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