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A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

经典分析与常微分方程 · 数学 2009-11-11 P. J. Forrester , N. S. Witte

We study two specific symmetric random block Toeplitz (of dimension $k \times k$) matrices: where the blocks (of size $n \times n$) are (i) matrices with i.i.d. entries, and (ii) asymmetric Toeplitz matrices. Under suitable assumptions on…

概率论 · 数学 2011-11-09 Riddhipratim Basu , Arup Bose , Shirshendu Ganguly , Rajat Subhra Hazra

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

数学物理 · 物理学 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

For a Haar random set $\mathcal{S}\subset U(d)$ of quantum gates we consider the uniform measure $\nu_\mathcal{S}$ whose support is given by $\mathcal{S}$. The measure $\nu_\mathcal{S}$ can be regarded as a…

量子物理 · 物理学 2024-04-17 Piotr Dulian , Adam Sawicki

We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…

谱理论 · 数学 2007-05-23 Leonid Pastur

Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…

概率论 · 数学 2010-11-16 Adam Massey , Steven J. Miller , John Sinsheimer

This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…

机器学习 · 计算机科学 2025-11-07 Max Staats , Matthias Thamm , Bernd Rosenow

We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…

概率论 · 数学 2007-10-31 N. Raj Rao , Alan Edelman

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

无序系统与神经网络 · 物理学 2021-05-11 Yan V Fyodorov

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

分子网络 · 定量生物学 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

We use ab initio electronic-structure methods to investigate random-matrix theory (RMT) universality in molecular electronic structure. Using single-reference electronic structure methods, including Hartree-Fock, configuration-interaction…

强关联电子 · 物理学 2026-02-26 Zhen Tao , Victor Galitski

Random Matrix Theory (RMT) is a powerful statistical tool to model spectral fluctuations. This approach has also found fruitful application in Quantum Chromodynamics (QCD). Importantly, RMT provides very efficient means to separate…

高能物理 - 格点 · 物理学 2016-08-25 T. Guhr , J. -Z. Ma , S. Meyer , T. Wilke

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…

高能物理 - 理论 · 物理学 2009-10-30 Sanjay Jain

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

概率论 · 数学 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…

量子物理 · 物理学 2009-11-07 Jayendra N. Bandyopadhyay , Arul Lakshminarayan

We prove that the persistence diagram of the sublevel set filtration of the quadratic form f(x) = x^T M x restricted to the unit sphere S^{n-1} is analytically determined by the eigenvalues of the symmetric matrix M. By Morse theory, the…

机器学习 · 统计学 2026-03-31 Matthew Loftus

We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

概率论 · 数学 2007-10-09 Alain Pajor , Leonid Pastur

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

动力系统 · 数学 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

We apply Tsallis's q-indexed entropy to formulate a non-extensive random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. The joint distribution of the matrix elements is given by folding the…

统计力学 · 物理学 2007-05-23 A. Y. Abul-Magd

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

数学物理 · 物理学 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo