Related papers: Gaussian-random Ensembles of Pseudo-Hermitian Matr…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…
Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
PT-symmetric systems can have a real spectrum even when their Hamiltonian is non-hermitian, but develop a complex spectrum when the degree of non-hermiticity increases. Here we utilize random-matrix theory to show that this spontaneous…
We propose a noncommutative version of the Euclidean Lie algebra $E_2$. Several types of non-Hermitian Hamiltonian systems expressed in terms of generic combinations of the generators of this algebra are investigated. Using the breakdown of…
We give two characterization theorems for pseudo-Hermitian (possibly nondiagonalizable) Hamiltonians with a discrete spectrum that admit a block-diagonalization with finite-dimensional diagonal blocks. In particular, we prove that for such…
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…
Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…
We propose that the real spectrum and the orthogonality of the states for several known complex potentials of both types, PT-symmetric and non-PT-symmetric can be understood in terms of currently proposed $\eta$-pseudo-Hermiticity…
Extended quantum mechanics using non-Hermitian, pseudo-Hermitian Hamiltonians is briefly reviewed. Supersymmetric regularizations, solvable simulations and large-N expansion techniques are recollected as suitable means for the study of…
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
Non-Hermitian matrices $H\in M_2(\mathbb{C})$ satisfying the relation $ H^{\dag}G = GH $, for invertible and singular Hermitian matrices $G$ have been studied. The matrices $H$ corresponding to invertible $G$ are known in the literature as…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
We discuss how introducing an equilibrium frame, in which a given Hamiltonian has balanced loss and gain terms, can reveal PT symmetry hidden in non-Hermitian Hamiltonians of dissipative systems. Passive PT-symmetric Hamiltonians, in which…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…