相关论文: Large deviations for random matrix ensembles in me…

Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

Given an arbitrary (commutative) field K, let V be a linear subspace of M_n(K) consisting of matrices of rank lesser than or equal to some r<n. A theorem of Atkinson and Lloyd states that, if dim V>nr-r+1 and #K>r, then either all the…

In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdiagonal entries of Xn are independent, centered, and with variance one except on the diagonal where the entries have variance two. We prove…

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

The present work is concerned with Gaussian integrals on simply connected non-positively curved Riemannian symmetric spaces. It is motivated by the aim of explicitly finding the high-rank limit of these integrals for each of the eleven…

We characterize the image of the Poisson transform on any distinguished boundary of a Riemannian symmetric space of the noncompact type by a system of differential equations. The system corresponds to a generator system of a two sided…

Interacting random matrix systems are fundamental to modern theoretical physics and data science, yet a unified framework for their analysis has been lacking. This work introduces such a universal framework, built upon two novel concepts:…

We provide a large family of atoms for Bergman spaces on irreducible bounded symmetric domains. This vastly generalizes results by Coifman and Rochberg from 1980. The atomic decompositions are derived using the holomorphic discrete series…

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

We explore quantum mechanical theories whose fundamental degrees of freedom are rectangular matrices with Grassmann valued matrix elements. We study particular models where the low energy sector can be described in terms of a bosonic…

We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…

We consider a spin-s Heisenberg model coupled to two-dimensional quantum gravity. We quantize the model using the Feynman path integral, summing over all possible two-dimensional geometries and spin configurations. We regularize this path…

We use the order complex corresponding to a symmetric matrix (defined by Giusti et al in 2015). In this note, we use it to define a class of models of random graphs, and show some surprising experimental results, showing sharp phase…

The space of probability densities is an infinite-dimensional Riemannian manifold, with Riemannian metrics in two flavors: Wasserstein and Fisher--Rao. The former is pivotal in optimal mass transport (OMT), whereas the latter occurs in…

Employing the currently discussed notion of pseudo-Hermiticity, we define a pseudo-unitary group. Further, we develop a random matrix theory which is invariant under such a group and call this ensemble of pseudo-Hermitian random matrices as…