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We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

概率论 · 数学 2013-06-25 Romain Allez , Alice Guionnet

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

概率论 · 数学 2018-07-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

概率论 · 数学 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

The Walsh-quantized baker's maps are models for quantum chaos on the torus. We show that for all baker's map scaling factors $D\ge2$ except for $D=4$, typically (in the sense of Haar measure on the eigenspaces, which are degenerate) the…

数学物理 · 物理学 2025-10-10 Laura Shou

In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type…

概率论 · 数学 2014-08-18 Sean O'Rourke , David Renfrew , Alexander Soshnikov

Let $\beta>0$ and consider an $n$-point process $\lambda_1, \lambda_2,..., \lambda_n$ from Hermite $\beta$ ensemble on the real line $\mathbb{R}$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner…

概率论 · 数学 2011-04-19 Zhigang Bao , Zhonggen Su

The corrections to holographic entanglement entropy from bulk quantum fields in a classical gravitational background are now well understood. They lead, in particular, to unitary Page curves for evaporating black holes. However, the correct…

高能物理 - 理论 · 物理学 2025-06-18 Sean Colin-Ellerin , Guanda Lin , Geoff Penington

We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…

概率论 · 数学 2017-04-25 Alexei Borodin , Vadim Gorin , Alice Guionnet

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

统计力学 · 物理学 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

The Wegner orbital model is a class of random operators introduced by Wegner to model the motion of a quantum particle with many internal degrees of freedom (orbitals) in a disordered medium. We consider the case when the matrix potential…

数学物理 · 物理学 2017-09-22 Jeffrey Schenker , Ron Peled , Mira Shamis , Sasha Sodin

We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval close to the edge of the spectrum. Moreover we prove a MDP for the $i$th largest eigenvalue close to the edge. The proof…

概率论 · 数学 2013-01-12 Hanna Döring , Peter Eichelsbacher

We consider Dyson Brownian motion for classical values of $\beta$ with deterministic initial data $V$. We prove that the local eigenvalue statistics coincide with the GOE/GUE in the fixed energy sense after time $t \gtrsim 1/N$ if the…

概率论 · 数学 2019-01-15 Benjamin Landon , Philippe Sosoe , Horng-Tzer Yau

We calculate exactly the quantum mechanical, temporal Wigner quasiprobability density for a single-mode, degenerate parametric amplifier for a system in the Gaussian state, viz., a displaced-squeezed thermal state. The Wigner function…

量子物理 · 物理学 2021-03-16 Moorad Alexanian

We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…

概率论 · 数学 2025-07-10 Paul Bourgade , Hugo Falconet

We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…

数学物理 · 物理学 2019-10-09 Mariya Shcherbina , Tatyana Shcherbina

We consider Hermitian random band matrices $H=(h_{xy})$ on the $d$-dimensional lattice $(\mathbb Z/L \mathbb Z)^d$, where the entries $h_{xy}=\overline h_{yx}$ are independent centered complex Gaussian random variables with variances…

概率论 · 数学 2023-10-26 Changji Xu , Fan Yang , Horng-Tzer Yau , Jun Yin

We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…

概率论 · 数学 2019-04-04 Giulio Biroli , Alice Guionnet

The time-dependent variational principle using generalized Gaussian trial functions yields a finite dimensional approximation to the full quantum dynamics and is used in many disciplines. It is shown how these 'semi-quantum' dynamics may be…

chao-dyn · 物理学 2009-10-22 Arjendu K. Pattanayak , William C. Schieve

The fluctuations of spacetime geometries at finite temperature are evaluated within the linearized theory of gravity. These fluctuations are described by the probability distribution of various configurations of the gravitational field. The…

广义相对论与量子宇宙学 · 物理学 2015-10-13 Iwo Bialynicki-Birula

This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…

概率论 · 数学 2011-05-13 A. Lytova , L. Pastur