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The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…

统计力学 · 物理学 2007-05-23 Maciej M. Duras

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

无序系统与神经网络 · 物理学 2025-08-28 Joseph W. Baron

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

概率论 · 数学 2018-05-24 Nicholas Crawford , Ron Rosenthal

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

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

概率论 · 数学 2023-01-11 Giorgio Cipolloni , László Erdős , Dominik Schröder

We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…

概率论 · 数学 2016-11-22 Philippe Sosoe , Uzy Smilansky

. We study the statistical properties of the eigenvalues of non-Hermitian operators assoicated with the dissipative complex systems. By considering the Gaussian ensembles of such operators, a hierarchical relation between the correlators is…

统计力学 · 物理学 2024-12-11 Pragya Shukla

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

This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…

数学物理 · 物理学 2009-12-01 B. A. Khoruzhenko , H. -J. Sommers

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

概率论 · 数学 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

A quantum state for being an eigenstate of some local Hamiltonian should be constraint by zero energy variance and consequently, the constraint is rather strong that a single eigenstate may uniquely determine the Hamiltonian. For…

量子物理 · 物理学 2024-12-17 Xu-Dan Xie , Zheng-Yuan Xue , Dan-Bo Zhang

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to…

概率论 · 数学 2023-06-23 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

Consider a $n\times n$ sparse non-Hermitian random matrix $X_n$ defined as the Hadamard product between a random matrix with centered independent and identically distributed entries and a sparse Bernoulli matrix with success probability…

概率论 · 数学 2026-02-25 Walid Hachem , Michail Louvaris , Jamal Najim

We consider quadratic forms of deterministic matrices $A$ evaluated at the random eigenvectors of a large $N \times N$ GOE or GUE matrix, or equivalently evaluated at the columns of a Haar-orthogonal or Haar-unitary random matrix. We prove…

概率论 · 数学 2022-10-10 Laszlo Erdos , Benjamin McKenna

The eigenvalue method, suggested by the developer of the extensively used Analytic Hierarchy Process methodology, exhibits right-left asymmetry: the priorities derived from the right eigenvector do not necessarily coincide with the…

最优化与控制 · 数学 2023-11-14 László Csató

The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…

统计力学 · 物理学 2007-05-23 Maciej M. Duras

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

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…

统计理论 · 数学 2009-01-22 Armin Schwartzman , Walter F. Mascarenhas , Jonathan E. Taylor

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

数学物理 · 物理学 2008-03-06 N. Orantin

We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…

无序系统与神经网络 · 物理学 2011-08-26 A. Goetschy , S. E. Skipetrov