Real spectra of large real asymmetric random matrices.

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the density of such real eigenvalues is proportional to the square root of the asymptotic density of complex eigenvalues continuated to the real line. This relation allows one to calculate the real densities up to a normalization constant, which is then applied to various examples, including heavy-tailed ensembles and adjacency matrices of sparse random regular graphs.

Eikonal formulation of large dynamical random matrix models.

The standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle (rays) and the Huygens principle (wavefronts), we formulate the Hamilton-Jacobi dynamics for large random matrix models. The resulting equations describe a broad class of random matrix models in a unified way, including normal (Hermitian or unitary) as well as strictly non-normal dynamics. This formalism applied to Brownian bridge dynamics allows one to calculate the asymptotics of the Harish-Chandra-Itzykson-Zuber integrals.

Universal Spectra of Random Lindblad Operators.

To understand the typical dynamics of an open quantum system in continuous time, we introduce an ensemble of random Lindblad operators, which generate completely positive Markovian evolution in the space of the density matrices. The spectral properties of these operators, including the shape of the eigenvalue distribution in the complex plane, are evaluated by using methods of free probabilities and explained with non-Hermitian random matrix models. We also demonstrate the universality of the spectral features. The notion of an ensemble of random generators of Markovian quantum evolution constitutes a step towards categorization of dissipative quantum chaos.

On the pros and cons of using temporal derivatives to assess brain functional connectivity.

The study of correlations between brain regions is an important chapter of the analysis of large-scale brain spatiotemporal dynamics. In particular, novel methods suited to extract dynamic changes in mutual correlations are needed. Here we scrutinize a recently reported metric dubbed "Multiplication of Temporal Derivatives" (MTD) which is based on the temporal derivative of each time series. The formal comparison of the MTD formula with the Pearson correlation of the derivatives reveals only minor differences, which we find negligible in practice. A comparison with the sliding window Pearson correlation of the raw time series in several stationary and non-stationary set-ups, including a realistic stationary network detection, reveals lower sensitivity of derivatives to low frequency drifts and to autocorrelations but also lower signal-to-noise ratio. It does not indicate any evident mathematical advantages of the proposed metric over commonly used correlation methods.

Complete diagrammatics of the single-ring theorem.

Using diagrammatic techniques, we provide explicit functional relations between the cumulant generating functions for the biunitarily invariant ensembles in the limit of large size of matrices. The formalism allows us to map two distinct areas of free random variables: Hermitian positive definite operators and non-normal R-diagonal operators. We also rederive the Haagerup-Larsen theorem and show how its recent extension to the eigenvector correlation function appears naturally within this approach.

Dysonian dynamics of the Ginibre ensemble.

We study the time evolution of Ginibre matrices whose elements undergo Brownian motion. The non-Hermitian character of the Ginibre ensemble binds the dynamics of eigenvalues to the evolution of eigenvectors in a nontrivial way, leading to a system of coupled nonlinear equations resembling those for turbulent systems. We formulate a mathematical framework allowing simultaneous description of the flow of eigenvalues and eigenvectors, and we unravel a hidden dynamics as a function of a new complex variable, which in the standard description is treated as a regulator only. We solve the evolution equations for large matrices and demonstrate that the nonanalytic behavior of the Green's functions is associated with a shock wave stemming from a Burgers-like equation describing correlations of eigenvectors. We conjecture that the hidden dynamics that we observe for the Ginibre ensemble is a general feature of non-Hermitian random matrix models and is relevant to related physical applications.