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We analyse some PT-symmetric oscillators with $T_{d}$ symmetry that depend on a potential parameter $g$. We calculate the eigenvalues and eigenfunctions for each irreducible representation and for a range of values of $g$. Pairs of…

量子物理 · 物理学 2015-06-22 Paolo Amore , Francisco M. Fernández , Javier Garcia

We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…

统计力学 · 物理学 2013-01-29 Romain Allez , Jean-Philippe Bouchaud

We revisit the problem of perturbing a large, i.i.d. random matrix by a finite rank error. It is known that when elements of the i.i.d. matrix have finite fourth moment, then the outlier eigenvalues of the perturbed matrix are close to the…

概率论 · 数学 2025-10-02 Yi Han

Horizontal visibility graphs (HVGs) encode the ordinal structure of time series and provide graph-local summaries of path topology. This article introduces L+(t), the forward visibility horizon at node t, with finite-sample terminal…

统计金融 · 定量金融 2026-05-06 Michał Sikorski

We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

无序系统与神经网络 · 物理学 2017-01-04 Kevin Truong , Alexander Ossipov

For any $\beta>0$, we provide a tridiagonal matrix model and compute the joint eigenvalue density of a random rank one non-Hermitian perturbation of Gaussian and Laguerre $\beta$-ensembles of random matrices.

概率论 · 数学 2015-10-16 Rostyslav Kozhan

The addition of noise has a regularizing effect on Hermitian matrices. This effect is studied here for $H=A+V$, where $A$ is the base matrix and $V$ is sampled from the GOE or the GUE random matrix ensembles. We bound the mean number of…

概率论 · 数学 2017-09-22 Michael Aizenman , Ron Peled , Jeffrey Schenker , Mira Shamis , Sasha Sodin

This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermitian matrix model with spiked external source under a general external potential. The case when the external source is of rank one was…

数学物理 · 物理学 2012-05-30 Jinho Baik , Dong Wang

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

混沌动力学 · 物理学 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We compute the joint eigenvalue distribution for a multiplicative non-Hermitian perturbation $(I+i\Gamma)H$, $\operatorname{rank}\,\Gamma=1$ of a random matrix $H$ from the Gaussian, Laguerre, and chiral Gaussian $\beta$-ensembles.

概率论 · 数学 2025-12-29 Gökalp Alpan , Rostyslav Kozhan

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

混沌动力学 · 物理学 2009-11-07 Yan V Fyodorov , H. -J Sommers

We compute the joint eigenvalue distribution for the rank one Hermitian and non-Hermitian perturbations of chiral Gaussian $\beta$-ensembles ($\beta>0$) of random matrices.

概率论 · 数学 2022-05-04 Gökalp Alpan , Rostyslav Kozhan

We propose a scheme to deal with certain time-dependent non-Hermitian Hamiltonian operators $H(t)$ that generate a real phase in their time-evolution. This involves the use of invariant operators $I_{PH}(t)$ that are pseudo-Hermitian with…

量子物理 · 物理学 2017-06-19 Boubakeur Khantoul , A. Bounames , M. Maamache

The dynamics of the eigenvalues (semimartingales) of a L\'{e}vy process $X$ with values in Hermitian matrices is described in terms of It\^{o} stochastic differential equations with jumps. This generalizes the well known Dyson-Brownian…

概率论 · 数学 2015-06-26 Victor Pérez-Abreu , Alfonso Rocha-Arteaga

Let $A_n$ be an $n \times n$ deterministic matrix and $\Sigma_n$ be a deterministic non-negative matrix such that $A_n$ and $\Sigma_n$ converge in $*$-moments to operators $a$ and $\Sigma$ respectively in some $W^*$-probability space. We…

概率论 · 数学 2025-04-30 Ching-Wei Ho , Zhi Yin , Ping Zhong

Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…

数学物理 · 物理学 2023-01-12 Yan V. Fyodorov , Boris A. Khoruzhenko , Mihail Poplavskyi

We consider the eigenvalues and eigenvectors of small rank perturbations of random $N\times N$ matrices. We allow the rank of perturbation $M$ increases with $N$, and the only assumption is $M=o(N)$. In both additive and multiplicative…

概率论 · 数学 2015-05-18 Jiaoyang Huang

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

概率论 · 数学 2017-10-03 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

This text is about spiked models of non Hermitian random matrices. More specifically, we consider matrices of the type $A+P$, where the rank of $P$ stays bounded as the dimension goes to infinity and where the matrix $A$ is a non Hermitian…

概率论 · 数学 2015-04-28 Florent Benaych-Georges , Jean Rochet

Here we present an strategy for the derivation of a time-dependent Dyson map which ensures simultaneously the unitarity of the time evolution and the observability of a quasi-Hermitian Hamiltonian. The time-dependent Dyson map is derived…

量子物理 · 物理学 2016-11-28 F. S. Luiz , M. A. Pontes , M. H. Y. Moussa