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We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…

数学物理 · 物理学 2016-08-08 Tomasz Maciążek , Christopher H. Joyner , Uzy Smilansky

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

数学物理 · 物理学 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…

数学物理 · 物理学 2025-04-18 Bhargavi Jonnadula , Jon Keating , Francesco Mezzadri

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

数学物理 · 物理学 2007-05-23 O. Khorunzhiy

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

概率论 · 数学 2009-09-30 Ivan Nourdin , Giovanni Peccati

Recently much effort has been made towards the introduction of non-Hermitian random matrix models respecting $PT$-symmetry. Here we show that there is a one-to-one correspondence between complex $PT$-symmetric matrices and split-complex and…

数学物理 · 物理学 2015-09-17 Eva-Maria Graefe , Steve Mudute-Ndumbe , Matthew Taylor

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

量子物理 · 物理学 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…

概率论 · 数学 2011-05-18 Jan Nagel , Holger Dette

Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…

量子物理 · 物理学 2021-04-15 Sepehr Nezami

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

概率论 · 数学 2015-06-16 Peter J. Forrester

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

We study the 'critical moments' of subcritical Gaussian multiplicative chaos (GMCs) in dimensions $d \leq 2$. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large…

概率论 · 数学 2023-08-02 Jonathan P. Keating , Mo Dick Wong

A new method involving particle diagrams is introduced and developed into a rigorous framework for carrying out embedded random matrix calculations. Using particle diagrams and the attendant methodology including loop counting it becomes…

量子物理 · 物理学 2015-04-01 Rupert A Small

A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…

统计力学 · 物理学 2019-07-03 Maciej M. Duras

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…

统计力学 · 物理学 2009-11-10 Fabricio Toscano , Raul O. Vallejos , Constantino Tsallis

This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

凝聚态物理 · 物理学 2008-02-03 Josef A. Zuk

We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos ($GMC^\gamma$) on the circle, and the Circular Beta Ensemble $(C\beta E)$ from Random Matrix Theory.…

概率论 · 数学 2025-12-02 Reda Chhaibi , Joseph Najnudel

It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of $n\times n$ quaternion self-dual Hermitian matrices with Gaussian random elements. There is a huge body of literature regarding this kind of matrices. As a…

概率论 · 数学 2015-03-16 Yanqing Yin , Zhidong Bai , Jiang Hu

We investigate circuit complexity of unitaries generated by time evolution of randomly chosen strongly interacting Hamiltonians in finite dimensional Hilbert spaces. Specifically, we focus on two ensembles of random generators -- the so…

量子物理 · 物理学 2025-03-04 Marcin Kotowski , Michał Oszmaniec , Michał Horodecki

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

数学物理 · 物理学 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava
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