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The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…

数学物理 · 物理学 2024-11-26 Peter J. Forrester , Santosh Kumar , Bo-Jian Shen

The k-body Gaussian Embedded Ensemble of Random Matrices is considered for N bosons distributed on two single-particle levels. When k = N, the ensemble is equivalent to the Gaussian Orthogonal Ensemble (GOE), and when k = 2 it corresponds…

原子物理 · 物理学 2012-04-02 Saul Hernández-Quiroz , Manuel Beltrán , Luis Benet , Jorge Flores , Germinal Cocho

The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…

Consider a random $n\times n$ zero-one matrix with "density" $p$, sampled according to one of the following two models: either every entry is independently taken to be one with probability $p$ (the "Bernoulli" model), or each row is…

组合数学 · 数学 2021-04-22 Asaf Ferber , Matthew Kwan , Lisa Sauermann

New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…

chao-dyn · 物理学 2016-08-31 U. Smilansky

This paper gives a rigorous proof of a conjectured statistical self-similarity property of the eigenvalues random matrices from the Circular Unitary Ensemble. We consider on the one hand the eigenvalues of an $n \times n$ CUE matrix, and on…

数学物理 · 物理学 2017-01-16 Elizabeth S. Meckes , Mark W. Meckes

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…

数学物理 · 物理学 2010-08-16 O. Bohigas , M. P. Pato

We review the random matrix theory describing elastic scattering through zero-dimensional ballistic cavities (having chaotic classical dynamics) and quasi-one dimensional disordered systems. In zero dimension, general symmetry…

介观与纳米尺度物理 · 物理学 2007-05-23 Jean-Louis Pichard

We present and compare two families of ensembles of random density matrices. The first, static ensemble, is obtained foliating an unbiased ensemble of density matrices. As criterion we use fixed purity as the simplest example of a useful…

量子物理 · 物理学 2015-10-20 Carlos Pineda , Thomas H. Seligman

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

It is known that a unitary matrix can be decomposed into a product of reflections, one for each dimension, and the Haar measure on the unitary group pushes forward to independent uniform measures on the reflections. We consider the sequence…

概率论 · 数学 2014-09-10 Kenneth Maples , Joseph Najnudel , Ashkan Nikeghbali

We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…

数学物理 · 物理学 2015-05-13 Maria Shcherbina

We study the joint probability density of the eigenvalues of a product of rectangular real, complex or quaternion random matrices in a unified way. The random matrices are distributed according to arbitrary probability densities, whose only…

数学物理 · 物理学 2014-03-17 J. R. Ipsen , M. Kieburg

Extending the rigorous presentation of the classical umbral calculus given by Rota and Taylor in 1994, the so-called partition polynomials are interpreted with the aim to point out the umbral nature of the Poisson random variables. Among…

概率论 · 数学 2007-05-23 E. Di Nardo , D. Senato

We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…

无序系统与神经网络 · 物理学 2009-11-04 V. E. Kravtsov

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

数学物理 · 物理学 2009-10-31 E. Brezin , S. Hikami

The wave propagation in random medium plays a critical role in optics and quantum physics. Multiple scattering of coherent wave in a random medium determines the transport procedure. Brownian motions of the scatterers perturb each…

光学 · 物理学 2022-01-25 Peng Miao , Yifan Zhang , Cheng Wang , Shanbao Tong

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 present long range statistical properties of a recently introduced unitary random matrix ensemble, whose short range correlations were found to describe a transition from Wigner to Poisson type as a function of a single parameter.

凝聚态物理 · 物理学 2019-08-17 C. Blecken , Y. Chen , K. A. Muttalib

We show that some of the best-known matrix decompositions of some of the best-known random matrix ensembles give us the unique $G$-invariant uniform distributions on some of the best-known manifolds. The eigenvectors distributions of the…

概率论 · 数学 2025-12-16 Yihan Guo , Lek-Heng Lim
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