Progress on the study of the Ginibre ensembles I: GinUE

SS Byun, PJ Forrester - arXiv preprint arXiv:2211.16223, 2022 - arxiv.org
The Ginibre unitary ensemble (GinUE) consists of $ N\times N $ random matrices with
independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre …

Exponential growth of random determinants beyond invariance

G Ben Arous, P Bourgade, B McKenna - Probability and Mathematical …, 2023 - msp.org
We give simple criteria to identify the exponential order of magnitude of the absolute value of
the determinant for wide classes of random matrix models, not requiring the assumption of …

[HTML][HTML] Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions

TT Cai, T Liang, HH Zhou - Journal of Multivariate Analysis, 2015 - Elsevier
Differential entropy and log determinant of the covariance matrix of a multivariate Gaussian
distribution have many applications in coding, communications, signal processing and …

Random matrices: Law of the determinant

HH Nguyen, V Vu - 2014 - projecteuclid.org
Let A_n be an n by n random matrix whose entries are independent real random variables
with mean zero, variance one and with subexponential tail. We show that the logarithm of …

Random matrices: the universality phenomenon for Wigner ensembles

T Tao, V Vu - Modern aspects of random matrix theory, 2014 - books.google.com
In this paper, we survey some recent progress on rigorously establishing the universality of
various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the …

[图书][B] Cognitive networked sensing and big data

R Qiu, M Wicks - 2014 - Springer
The idea of writing this book entitled “Cognitive Networked Sensing and Big Data” started
with the plan to write a briefing book on wireless distributed computing and cognitive …

[HTML][HTML] A central limit theorem for the determinant of a Wigner matrix

T Tao, V Vu - Advances in Mathematics, 2012 - Elsevier
We establish a central limit theorem for the log-determinant log| det (Mn)| of a Wigner matrix
Mn, under the assumption of four matching moments with either the GUE or GOE ensemble …

Gaussian fluctuations of the determinant of Wigner matrices

P Bourgade, K Mody - 2019 - projecteuclid.org
We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit
theorem in the limit of large dimension. Previous results about fluctuations of such …

Schur function expansion in non-Hermitian ensembles and averages of characteristic polynomials

A Serebryakov, N Simm - arXiv preprint arXiv:2310.20686, 2023 - arxiv.org
We study $ k $-point correlators of characteristic polynomials in non-Hermitian ensembles of
random matrices, focusing on the real, complex and quaternion $ N\times N $ Ginibre …

Thermalization without eigenstate thermalization

AW Harrow, Y Huang - arXiv preprint arXiv:2209.09826, 2022 - arxiv.org
In an isolated quantum many-body system undergoing unitary evolution, we study the
thermalization of a subsystem, treating the rest of the system as a bath. In this setting, the …