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Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

数学物理 · 物理学 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…

混沌动力学 · 物理学 2009-11-07 K. Zyczkowski , W. Slomczynski , M. Kus , H. -J. Sommers

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

量子物理 · 物理学 2021-03-31 Salvatore F. E. Oliviero , Lorenzo Leone , Francesco Caravelli , Alioscia Hamma

Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…

chao-dyn · 物理学 2009-10-30 Marcin Pozniak , Karol Zyczkowski , Marek Kus

We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are…

数学物理 · 物理学 2010-12-01 Gernot Akemann , Martin Bender

In many situations, the statistical properties of wave systems with chaotic classical limits are well-described by random matrix theory. However, applications of random matrix theory to scattering problems require introduction of system…

统计力学 · 物理学 2013-05-29 James A. Hart , Thomas M. Antonsen , Edward Ott

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

数学物理 · 物理学 2021-05-26 Peter J. Forrester

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

数学物理 · 物理学 2012-08-13 Patrick Desrosiers , Peter J. Forrester

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

统计力学 · 物理学 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

概率论 · 数学 2015-06-26 Alexander Soshnikov

Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…

数学物理 · 物理学 2007-05-23 Zhengdong Wang , Kuihua Yan

The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…

数学物理 · 物理学 2015-06-16 P. J. Forrester , J. P. Keating

Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…

数学物理 · 物理学 2013-11-13 Marek Smaczynski , Tomasz Tkocz , Marek Kus , Karol Zyczkowski

We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…

统计力学 · 物理学 2009-11-13 K. A. Muttalib , Mourad E. H. Ismail

We introduce random matrix ensembles that correspond to the infinite families of irreducible Riemannian symmetric spaces of type I. In particular, we recover the Circular Orthogonal and Symplectic Ensembles of Dyson, and find other families…

数学物理 · 物理学 2007-05-23 Eduardo Duenez

We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…

数学物理 · 物理学 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…

数学物理 · 物理学 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

混沌动力学 · 物理学 2009-11-07 Yan V Fyodorov , H. -J Sommers

We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…

组合数学 · 数学 2025-12-05 Quentin François

Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…

数学物理 · 物理学 2025-01-14 Peter J. Forrester
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