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We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…

数学物理 · 物理学 2007-05-23 Percy Deift , Dimitri Gioev , Thomas Kriecherbauer , Maarten Vanlessen

The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…

数学物理 · 物理学 2018-03-14 Mariya Shcherbina , Tatyana Shcherbina

We extend recent results on the Asymptotic Equipartition Property for the density of $n$ particles in $\beta$-ensembles, as $n$ tends to infinity. We prove the Large Deviation Principle of the log-density for a general potential and the…

概率论 · 数学 2018-03-14 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…

数学物理 · 物理学 2023-03-14 Thomas Bothner , Alex Little

We consider the joint distribution of eigenvalue clusters of the Wigner ensemble separated by macroscopic distances (i.e., on the same scale as the difference between the edges of the semicircle law). We prove that under an averaging…

概率论 · 数学 2011-10-05 Yunjiang Jiang

We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} =…

概率论 · 数学 2010-07-01 Laszlo Erdos , Jose Ramirez , Benjamin Schlein , Terence Tao , Van Vu , Horng-Tzer Yau

We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…

数学物理 · 物理学 2011-03-15 Anna Maltsev , Benjamin Schlein

The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…

概率论 · 数学 2019-07-25 Jiaoyang Huang

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

概率论 · 数学 2022-08-23 Sung-Soo Byun , Markus Ebke

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

概率论 · 数学 2012-07-06 Sandrine Dallaporta

Relaxed quantum systems with conservation laws are believed to be approximated by the Generalized Gibbs Ensemble (GGE), which incorporates the constraints of certain conserved quantities serving as integrals of motion. By drawing an analogy…

统计力学 · 物理学 2025-12-09 Hao Chen , Biao Lian

The Semi-Analytical Finite Element (SAFE) method is widely used for computing guided wave dispersion curves in waveguides of arbitrary cross-section. Accurate mode tracking across consecutive wavenumber steps remains challenging,…

数值分析 · 数学 2026-03-16 Dong Xiao , Zahra Sharif-Khodaei , M. H. Aliabadi

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized…

数学物理 · 物理学 2015-05-27 Tatyana Shcherbina

In the freezing regime where the system size N is fixed and the inverse temperature beta tends to infinity, the eigenvalues of Gaussian beta ensembles converge to zeros of the Nth Hermite polynomial. That law of large numbers has been…

概率论 · 数学 2026-03-03 Fumihiko Nakano , Khanh Duy Trinh , Ziteng Wang

A possibly fruitful extension of conventional random matrix ensembles is proposed by imposing symmetry constraints on conventional Hermitian matrices or parity-time- (PT-) symmetric matrices. To illustrate the main idea, we first study 2*2…

量子物理 · 物理学 2015-06-04 Jiangbin Gong , Qing-hai Wang

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

概率论 · 数学 2011-04-08 Kurt Johansson

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

概率论 · 数学 2010-06-01 Folkmar Bornemann

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

可精确求解与可积系统 · 物理学 2010-12-14 Gaetan Borot , Bertrand Eynard

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

数学物理 · 物理学 2007-05-23 Percy Deift , Dimitri Gioev

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector…

介观与纳米尺度物理 · 物理学 2009-10-31 B. Mehlig , M. Santer