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We consider $N\times N$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $\nu(x)= e^{- U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine…

数学物理 · 物理学 2009-10-21 Laszlo Erdos , Sandrine Peche , Jose A. Ramirez , Benjamin Schlein , Horng-Tzer Yau

Tensor products of M random unitary matrices of size N from the circular unitary ensemble are investigated. We show that the spectral statistics of the tensor product of random matrices becomes Poissonian if M=2, N become large or M become…

概率论 · 数学 2013-02-19 Tomasz Tkocz , Marek Smaczynski , Marek Kus , Ofer Zeitouni , Karol Zyczkowski

Studies of density matrices for random quantum states lead naturally to the fixed trace Laguerre ensemble in random matrix theory. Previous studies have uncovered explicit rational function formulas for moments of purity statistic (trace of…

数学物理 · 物理学 2026-01-06 Peter J. Forrester , Shinsuke M. Nishigaki

Complex quantum systems consisting of large numbers of strongly coupled states exhibit characteristic level repulsion, leading to a non-Poisson spacing distribution which can be described by Random Matrix Theory. Scattering resonances…

量子物理 · 物理学 2015-09-30 Krzysztof Jachymski , Paul S. Julienne

The random matrix ensembles are applied to the quantum chaotic systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…

统计力学 · 物理学 2007-05-23 Maciej M. Duras

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

数学物理 · 物理学 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

The Chiral Random Matrix Model or the Gaussian Penner Model (generalized Laguerre ensemble) is re-examined in the light of the results which have been found in double well matrix models [D97,BD99] and subtleties discovered in the single…

统计力学 · 物理学 2007-05-23 N. Deo

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint…

数学物理 · 物理学 2013-11-13 Gernot Akemann , Jesper R. Ipsen , Mario Kieburg

We calculate the average of two characteristic polynomials for the real Ginibre ensemble of asymmetric random matrices, and its chiral counterpart. Considered as quadratic forms they determine a skew-symmetric kernel from which all complex…

数学物理 · 物理学 2009-11-10 G. Akemann , M. J. Phillips , H. -J. Sommers

Quantized, compact graphs were shown to be excellent paradigms for quantum chaos in bounded systems. Connecting them with leads to infinity we show that they display all the features which characterize scattering systems with an underlying…

chao-dyn · 物理学 2009-10-31 Tsampikos Kottos , U. Smilansky

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

chao-dyn · 物理学 2009-10-31 Karol Zyczkowski , Hans-Juergen Sommers

We consider the characteristic polynomials of random unitary matrices $U$ drawn from various circular ensembles. In particular, the statistics of the coefficients of these polynomials are studied. The variances of these ``secular…

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

概率论 · 数学 2018-06-22 Ramon van Handel

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

数学物理 · 物理学 2015-05-18 Laszlo Erdos

Complex eigenvalues of random matrices $J=\text{GUE }+ i\gamma \diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the…

数学物理 · 物理学 2023-01-12 Yan V. Fyodorov , Boris A. Khoruzhenko , Mihail Poplavskyi

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

数学物理 · 物理学 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

In this paper we study the limiting distribution of the $k$ smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a…

概率论 · 数学 2012-07-19 Dai Shi , Yunjiang Jiang

We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…

凝聚态物理 · 物理学 2009-10-31 Luis Benet , Thomas Rupp , Hans A. Weidenmueller

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

数学物理 · 物理学 2026-04-10 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

Recently, a conjecture about the local bulk statistics of complex eigenvalues has been made based on numerics. It claims that there are only three universality classes, which have all been observed in open chaotic quantum systems. Motivated…

数学物理 · 物理学 2025-04-18 Gernot Akemann , Noah Aygün , Mario Kieburg , Patricia Päßler