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We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

数学物理 · 物理学 2015-12-22 Jean-Paul Blaizot , Jacek Grela , Maciej A. Nowak , Piotr Warchoł

A class of non-Hermitian quadratic su(2) Hamiltonians having an anti-linear symmetry is constructed. This is achieved by analysing the possible symmetries of such systems in terms of automorphisms of the algebra. In fact, different…

量子物理 · 物理学 2011-06-15 Paulo E. G. Assis

We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…

凝聚态物理 · 物理学 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

The nearest-neighbor level-spacing distributions are a fundamental quantity of disordered systems and universal. It is well-known that extended and localized states of random Hermitian systems follow the Wigner-Dyson and the Poison…

无序系统与神经网络 · 物理学 2022-08-23 C. Wang , X. R. Wang

Hermitian operators with exact zero modes subject to non-Hermitian perturbations are considered. Specific focus is on the average distribution of the initial zero modes of the Hermitian operators. The broadening of these zero modes is found…

统计力学 · 物理学 2020-03-18 M. Kieburg , A. Mielke , M. Rud , K. Splittorff

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

数值分析 · 数学 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee

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

We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…

概率论 · 数学 2017-09-19 Nathanaël Berestycki , Christian Webb , Mo Dick Wong

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

高能物理 - 唯象学 · 物理学 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

We investigate the existence of densities for finite-dimensional distributions of Hermite processes of order \(q \ge 1\) and self-similarity parameter \(H\in(\frac12,1)\). Whereas the Gaussian case \(q=1\) (fractional Brownian motion) is…

概率论 · 数学 2025-09-26 Laurent Loosveldt , Yassine Nachit , Ivan Nourdin , Ciprian Tudor

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

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

The algebraic relations between the principal minors of an $n\times n$ matrix are somewhat mysterious, see e.g. [lin-sturmfels]. We show, however, that by adding in certain \emph{almost} principal minors, the relations are generated by a…

组合数学 · 数学 2014-10-01 Richard Kenyon , Robin Pemantle

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

We investigate the Wasserstein distance between the empirical spectral distribution of non-Hermitian random matrices and the Circular Law. For general entry distributions, we obtain a nearly optimal rate of convergence in 1-Wasserstein…

概率论 · 数学 2022-10-31 Jonas Jalowy

The critical exponents of continuous phase transitions of a Hermitian system depend on and only on its dimensionality and symmetries. This is the celebrated notion of the universality of continuous phase transitions. Here we report the…

无序系统与神经网络 · 物理学 2023-01-24 C. Wang , X. R. Wang

We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…

概率论 · 数学 2021-04-13 Gaultier Lambert , Elliot Paquette

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

概率论 · 数学 2012-03-14 Charles Bordenave , Djalil Chafai

We consider the noncolliding Brownian motion (BM) with $N$ particles starting from the eigenvalue distribution of Gaussian unitary ensemble (GUE) of $N \times N$ Hermitian random matrices with variance $\sigma^2$. We prove that this process…

概率论 · 数学 2015-12-18 Makoto Katori

We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint…

概率论 · 数学 2024-01-31 Krishnan Mody

In this paper, we show that three different generalized similarities enclose all unitary and anti-unitary symmetries that induce exceptional points in lower-dimensional non-Hermitian systems. We prove that the generalized similarity…

量子物理 · 物理学 2024-12-19 Anton Montag , Flore K. Kunst