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Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

数学物理 · 物理学 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

概率论 · 数学 2022-08-04 Kevin Schnelli , Yuanyuan Xu

We consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is…

概率论 · 数学 2020-05-18 Zhigang Bao , Laszlo Erdos , Kevin Schnelli

We prove the universality of the joint distribution of an eigenvalue and the corresponding diagonal eigenvector overlap, in the bulk and at the edge, for eigenvalues of complex matrices and real eigenvalues of real matrices. As part of the…

概率论 · 数学 2025-01-03 Mohammed Osman

We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

统计力学 · 物理学 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

A well-known result in random matrix theory, proven by Kahn, Koml\'os and Szemer\'edi in 1995, states that a square random matrix with i.i.d. uniform $\{\pm 1\}$ entries is invertible with probability $1-\exp(-\Omega(n))$. As a natural…

概率论 · 数学 2026-02-20 Yi Han

We consider the deformed Laguerre Ensemble $H_n=\dfrac{1}{m}\Sigma_n^{1/2}A_{m,n}A_{m,n}^*\Sigma_n^{1/2}$ in which $\Sigma_n$ is a positive hermitian matrix (possibly random) and $A_{m,n}$ is a $n\times m$ complex Gaussian random matrix…

数学物理 · 物理学 2010-01-13 Tatyana Shcherbyna

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

凝聚态物理 · 物理学 2009-10-28 E. Brézin , S. Hikami , A. Zee

We consider a Hamiltonian $ H = H_0+ V $, in which $ H_0$ is a given non-random Hermitian matrix,and $V$ is an $N \times N$ Hermitian random matrix with a Gaussian probability distribution.We had shown before that Dyson's universality of…

统计力学 · 物理学 2009-10-31 E. Brezin , S. Hikami

We consider two non-Gaussian ensembles of large Hermitian random matrices with strong level confinement and show that near the soft edge of the spectrum both scaled density of states and eigenvalue correlations follow so-called Airy laws…

chao-dyn · 物理学 2009-10-30 E. Kanzieper , V. Freilikher

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

概率论 · 数学 2012-07-06 Sandrine Dallaporta

Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…

数学物理 · 物理学 2025-11-27 Gernot Akemann , Yan V. Fyodorov , Dmitry V. Savin

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

概率论 · 数学 2025-11-18 Yi Han

These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…

概率论 · 数学 2018-09-11 Florent Benaych-Georges , Antti Knowles

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…

数学物理 · 物理学 2018-07-03 Maciej A. Nowak , Wojciech Tarnowski

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

数学物理 · 物理学 2012-12-05 Laszlo Erdos

This paper is the second chapter of three of the author's undergraduate thesis. In this paper, we consider the random matrix ensemble given by $(d_b, d_w)$-regular graphs on $M$ black vertices and $N$ white vertices, where $d_b \in…

概率论 · 数学 2018-01-18 Kevin Yang

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…

概率论 · 数学 2023-09-08 Giorgio Cipolloni , László Erdős , Dominik Schröder

In this paper, we prove a uniform version of quantum unique ergodicity for high-frequency eigensections of a certain series of unitary flat bundles over arithmetic surfaces.

动力系统 · 数学 2024-11-20 Qiaochu Ma

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

量子物理 · 物理学 2009-11-13 M. B. Hastings