相关论文: The supersymmetric technique for random-matrix ens…
We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…
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…
Exact results from random matrix theory are used to systematically analyse the relationship between microscopic Dirac spectra and finite-volume partition functions. Results are presented for the unitary ensemble, and the chiral analogs of…
The random matrix ensembles (RME), especially Gaussian RME and Ginibre RME, are applied to nuclear systems, molecular systems, and two-dimensional electron systems (Wigner-Dyson electrostatic analogy). Measures of quantum chaos and quantum…
Supersymmetric quantum mechanics is well known to provide, together with the so-called shape invariance condition, an elegant method to solve the eigenvalue problem of some one-dimensional potentials by simple algebraic manipulations. In…
We propose random matrix models which have $N=\half$ supersymmetry in zero dimension. The supersymmetry breaks down spontaneously. It is shown that the double scaling limit can be defined in these models and the breakdown of the…
Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…
Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new…
The method of quasi-optimal weights is applied to constructing (quasi-)optimal criteria for various anomalous contributions in experimental spectra. Anomalies in the spectra could indicate physics beyond the Standard Model (additional…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
We present a numerical method for calculating piecewise smooth spectral functions of correlated quantum systems in the thermodynamic limit from the spectra of finite systems computed using the dynamical or correction-vector density-matrix…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
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, $D$,…
We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…
An algorithm is constructed to derive a small momentum expansion for two-loop two-point diagrams in all cases where, due to the presence of physical thresholds, there are singularities at zero external momentum. The coefficients of this…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
The attractive feature of supersymmetry is predictive power, due to the large number of calculable properties and to coupling non-renormalisation. This power can be fully expressed in hidden sectors where supersymmetry may be exact, as…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…