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In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we…

数学物理 · 物理学 2018-03-05 R. Ebrahimi , S. Zohren

The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…

统计力学 · 物理学 2007-05-23 Maciej M. Duras

We extend the study of supersymmetric tridiagonal Hamiltonians to the case of non-Hermitian Hamiltonians with real or complex conjugate eigenvalues. We find the relation between matrix elements of the non-Hermitian Hamiltonian $H$ and its…

量子物理 · 物理学 2021-12-09 Mohammad Walid AlMasri

In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…

In this paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we…

数学物理 · 物理学 2015-10-02 Jian Xu , Engui Fan , Yang Chen

We present a classification of non-hermitian random matrices based on implementing commuting discrete symmetries. It contains 38 classes. This generalizes the classification of hermitian random matrices due to Altland-Zirnbauer and it also…

无序系统与神经网络 · 物理学 2020-02-27 Denis Bernard , Andre LeClair

The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost…

数学物理 · 物理学 2019-02-20 Santosh Kumar

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…

数学物理 · 物理学 2016-04-20 Peter J. Forrester

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

概率论 · 数学 2009-09-30 Ivan Nourdin , Giovanni Peccati

We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…

概率论 · 数学 2015-09-29 Ji Oon Lee , Kevin Schnelli

Starting from a Hermitian operator with two distinct eigenvalues, we construct a non-Hermitian bipartite system in Gaussian orthogonal ensemble according to random matrix theory, where we introduce the off-diagonal fluctuations through…

量子物理 · 物理学 2024-02-28 Chen-Huan Wu

We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…

数学物理 · 物理学 2015-07-16 Wojciech Mlotkowski , Maciej A. Nowak , Karol A. Penson , Karol Zyczkowski

Symmetry of non-Hermitian matrices underpins many physical phenomena. In particular, chaotic open quantum systems exhibit universal bulk spectral correlations classified on the basis of time-reversal symmetry$^{\dagger}$ (TRS$^{\dagger}$),…

量子物理 · 物理学 2025-10-29 Anish Kulkarni , Kohei Kawabata , Shinsei Ryu

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…

算子代数 · 数学 2014-07-25 Romuald Lenczewski

Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…

数学物理 · 物理学 2024-11-13 Peter J. Forrester

We introduce the first random matrix model of a complex $\beta$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $\beta$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys.,…

数学物理 · 物理学 2025-04-21 Francesco Mezzadri , Henry Taylor

A non-Hermitian generalisation of the Marsden--Weinstein reduction method is introduced to construct families of quantum $\mathcal{PT}$-symmetric superintegrable models over an $n$-dimensional sphere $S^n$. The mechanism is illustrated with…

数学物理 · 物理学 2023-08-15 Francisco Correa , Luis Inzunza , Ian Marquette

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

数学物理 · 物理学 2009-10-31 Kurt Johansson

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

概率论 · 数学 2007-05-23 B. Rider , Jack W. Silverstein

Beta Laguerre ensembles which are generalizations of Wishart ensembles and Laguerre ensembles can be realized as eigenvalues of certain random tridiagonal matrices. Analogous to the Wishart ($\beta=1$) case and the Laguerre ($\beta = 2$)…

概率论 · 数学 2019-07-30 Hoang Dung Trinh , Khanh Duy Trinh
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