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The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…

概率论 · 数学 2020-07-28 Mario Kieburg , Peter J. Forrester , Jesper R. Ipsen

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…

概率论 · 数学 2023-02-02 Mario Kieburg

We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…

概率论 · 数学 2017-06-21 Dang-Zheng Liu

In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integrals and the matrix-valued Fourier-Laplace transform, we…

数学物理 · 物理学 2017-11-30 Peter J. Forrester , Jesper R. Ipsen , Dang-Zheng Liu , Lun Zhang

We study the eigenvalue correlations of random Hermitian $n\times n$ matrices of the form $S=M+\epsilon H$, where $H$ is a GUE matrix, $\epsilon>0$, and $M$ is a positive-definite Hermitian random matrix, independent of $H$, whose…

数学物理 · 物理学 2017-08-14 Tom Claeys , Antoine Doeraene

Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…

经典分析与常微分方程 · 数学 2019-08-27 Mario Kieburg , Holger Kösters

We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…

数学物理 · 物理学 2014-06-10 Gernot Akemann , Zdzislaw Burda , Mario Kieburg , Taro Nagao

Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…

数学物理 · 物理学 2025-01-30 Nizar Demni , Zouhaïr Mouayn

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…

数学物理 · 物理学 2019-02-14 Gernot Akemann , Mario Kieburg , Adam Mielke , Pedro Vidal

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…

数学物理 · 物理学 2015-06-26 Yan V Fyodorov , Eugene Strahov

Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…

概率论 · 数学 2015-01-20 Arno B. J. Kuijlaars , Dries Stivigny

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

概率论 · 数学 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation…

无序系统与神经网络 · 物理学 2007-05-23 M. B. Hastings

The smoothed correlation function for the eigenvalues of large hermitian matrices, derived recently by Brezin and Zee [Nucl. Phys. B402 (1993) 613], is generalized to all random-matrix ensembles of Wigner-Dyson type. Submitted to Nuclear…

凝聚态物理 · 物理学 2007-05-23 C. W. J. Beenakker

In this paper, Hermite polynomials related to quantum systems with orthogonal O(m)-symmetry, finite reflection group symmetry G < O(m), symplectic symmetry Sp(2n) and superspace symmetry O(m) x Sp(2n) are considered. After an overview of…

数学物理 · 物理学 2011-06-02 Kevin Coulembier , Hendrik De Bie , Frank Sommen

This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…

数学物理 · 物理学 2009-12-01 B. A. Khoruzhenko , H. -J. Sommers

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

数学物理 · 物理学 2022-02-03 Joshua Feinberg , Roman Riser

This paper addresses a new characterization of Sudarshan's diagonal representation of the density matrix elements $\rho(z',z)$, derivedfrom $(q;l,\lambda)-$deformed boson coherent states.The induced $\rho(z',z)$ self-reproducing property…

数学物理 · 物理学 2013-06-10 Mahouton Norbert Hounkonnou , Sama Arjika , Ezinvi Baloïtcha

We prove that the point process of the eigenvalues of real or complex non-Hermitian matrices $X$ with independent, identically distributed entries is hyperuniform: the variance of the number of eigenvalues in a subdomain $\Omega$ of the…

概率论 · 数学 2026-02-25 Giorgio Cipolloni , László Erdős , Oleksii Kolupaiev

We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate…

统计力学 · 物理学 2020-08-28 Gabriel Marinello , Mauricio Porto Pato
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