相关论文: Random matrices and the replica method
It is generally accepted that statistics of energy levels in closed chaotic quantum systems is adequately described by the theory of Random Hermitian Matrices. Much less is known about properties of "resonances" - generic features of open…
We study the global spectrum fluctuations for $\beta$-Hermite and $\beta$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We…
We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…
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…
Recent progress has revealed a number of constraints that cosmological correlators and the closely related field-theoretic wavefunction must obey as a consequence of unitarity, locality, causality and the choice of initial state. When…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
Recently Burkhardt et. al. introduced the $k$-checkerboard random matrix ensembles, which have a split limiting behavior of the eigenvalues (in the limit all but $k$ of the eigenvalues are on the order of $\sqrt{N}$ and converge to…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
I present here a pedagogical introduction to the works by Rashel Tublin and Yan V. Fyodorov on random linear systems with quadratic constraints, using tools from Random Matrix Theory and replicas. These notes illustrate and complement the…
The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We…
We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminium plate may have an…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
In this article we investigate no-resonance conditions for quantum many body chaotic systems and random matrix models. No-resonance conditions are properties of the spectrum of a model, usually employed as a theoretical tool in the analysis…
We use the replica method in order to obtain an expression for the variational free energy of an Ising ferromagnet on a Viana-Bray lattice in the presence of random external fields. Introducing a global order parameter, in the…
In this paper we propose a new method for studying spectral properties of the non-hermitian random matrix ensembles. Alike complex Green's function encodes, via discontinuities, the real spectrum of the hermitian ensembles, the proposed…
Hamilton et al. (1991) proposed a simple formula relating the nonlinear autocorrelation function of the mass distribution to the primordial spectrum of density fluctuations for gravitational clustering in an $\Omega=1$ universe. High…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…
This article deals with the limiting spectral distribution and joint convergence of reverse circulant and symmetric circulant matrices with independent entries. These results are already proved in articles Bose and Sen (2008)…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…